What else would you expect them to do with it?
I have no argument with the M....... handing the dossier to the police. It does however suggest a closeness between the couple and the individuals who compiled the dossier and harassed Brenda before her death, a closeness that the M...... have been at pains to deny. What they shouldn't have done however is either disclose it's contents, or let them be disclosed by a third party, to the media.
Disclosing the details of individuals included in the dossier to Sky would almost certainly have made any resulting prosecution impossible ( how would Brenda Leyland have got a fair trial after her exposure and subsequent vilification in the MSM ? ) but of course by that time I'm sure the M........ ( who don't forget would be the only ones receiving information from SY as it was them who handed over the dossier ) would have known there was going to be no prosecution so forced to do something like giving the go-ahead for one of their minions ( deniability always ) to give it to Sky.
[edited as per forum rules]