Just that.
I don’t know about other states, but in California, even cops aren’t legally bound to report a crime. It’s always at their discretion. I used to drive an ambulance and I’ve seen cops look the other way plenty of times. If it’s something egregious and the failure to report is known, he or she might have some explaining to do in order to keep their job, but it’s still not a crime. As for ordinary citizens, like Private Investigators, no way is there any legal obligation whatsoever.
There is no obligation at common law to report a crime.
In some jurisdictions, there are statutory obligations to do so, but usually they apply only to specific crimes, or in specific circumstances, or to specific people. Mandatory reporting of child abuse would be an example.
I don’t know of any jurisdiction which has a mandatory reporting law that refers explicitly to private investigators, but obviously a private investigator could still find themselves within the scope of some more widely-drawn reporting requirement.