The fact that he is being investigated by the police indicates that there are problems with the source of his stuff, or that the products are substandard, or that the Class II medical device goods he sells belong to the prohibited ones, etc.
And besides, you can't be the only one he sold to, so many people bought it, the police couldn't have investigated everyone and demanded the return of the goods or something.
Don't think about it too much. Just use it normally, but make sure the product is qualified.
Taobao is still more reliable, at least you are buying the product when the transaction what is safe and legal, in the law, this point you do not have illegal said.