Kim and the Cocaine

I'm a bit behind with Mount Pleasant as I only discovered it recently and have just reached the end of S2.
I love the programme as it's unique in being a non-miserable soap opera/comedy, but regarding the episode where Lisa discovered that Kim had sent her away on holiday with suitcases packed with drugs I don't understand why they panicked and reacted in the way that they did, namely disposing of the packets via Greg and then go home and pretend that nothing had happened.
Why not just go straight to the police or the customs authorities at the airport, report Kim and set them on the trail of going after her? Lisa and Dan had done nothing illegal, they had simply accepted the offer of a free holiday from a friend who couldn't go. Obviously Kim's offer turned out to have a darker motive but the couple weren't aware of that when they packed up to go away.
Ok the four of them including Greg and Shelley would no doubt have been subjected to hours of questioning but Greg knew Kim's last known place of work and that would have been a good place to start asking around. Then there's cctv and anpr - her McLaren Mercedes car was quite distinctive and easy to spot.
Unless of course it turns out in a later episode that Greg kept the cocaine and sold it or something similar - if so please don't spoil it for me!