I never asked anyone to look into that.

意思是：

我从来没有让任何人去调查那件事。

更自然一点：
我根本没叫任何人去查这件事。

重点：look into ⭐⭐⭐⭐⭐

这里的 look into 不是“往里面看”。

look into something
= 调查、查明、仔细研究某件事情

例如：

I'll look into it.
我会调查一下。

The police are looking into the case.
警方正在调查这个案件。

Can you look into this problem?
你能查一下这个问题吗？

所以：

ask someone to look into that

= 让某人去调查那件事

I never asked anyone...

这里的结构也很值得记：

ask someone to do something
= 让/要求某人做某事

所以：

I never asked anyone to look into that.

拆开就是：

• I never asked = 我从来没有要求
• anyone = 任何人
• to look into that = 去调查那件事

→ 我从来没有让任何人去调查那件事。

never + anyone

注意这里：

I never asked anyone...

虽然中文可以说“我没有让任何人……”，英语里用 never + anyone 很自然。

类似：

I never told anyone.
我从来没告诉过任何人。

I never asked anyone for help.
我从来没有向任何人求助。

所以这句话的重点其实是：

“这件事不是我要求他们去调查的。”

结合上一句：

Corporate found out about what happened with you.
Derek's been on edge ever since.
I never asked anyone to look into that.

很可能是在解释：

“总部知道了你的事情，Derek 从那以后一直很紧张。但我从来没让任何人去调查这件事。”