Knowingly possessing stolen goods is a crime, however that law is about addressing the trade of stolen goods, ie fencing. Merely possessing the goods is unlikely to attract a criminal charge, let alone a conviction with jail time, as it will usually be impossible to prove beyond reasonable doubt that the buyer knew the goods were stolen. A reasonable person might think it is likely that they were stolen but would not know for sure.
Like I say, they were after the person who leaked it from the supply chain. If the police had been involved, they too would have been interested in the leaker, not the one-time buyer.
Edit: It can also vary by jurisdiction. Looking into it, there's an interesting bit in the wiki for this in the UK section, where they distinguish between suspicion, belief and knowledge:
A person handles stolen goods if (otherwise than in the course of stealing), knowing or believing them to be stolen goods he dishonestly receives the goods
Belief ... is something short of knowledge. It may be said to be the state of mind of a person who says to himself, "I cannot say I know for certain that these goods are stolen, but there can be no other reasonable conclusion in the light of all the circumstances, in the light of all that I have heard and seen."
However I don't think the US makes this distinction, as the US version of the law does not include "belief".
You probably didn't see my edit, which is pretty relevant :o)
US law requires knowledge of the goods being stolen, not mere belief. You don't have to convince the jury you didn't know, the prosecution has to convince the jury you did. That's a very high bar to meet, and while it could go to trial it almost certainly wouldn't, not unless they had solid evidence of his knowledge (eg, if he said they were stolen on his stream).
The fact that they chose to go through the Pinkertons more likely points to the fact that they knew they wouldn't have charges thrown about if they involved the police. The buyer would have been less likely to cooperate.