Investigating this would involve a lot of work:
1) Figuring out who, or what 'Robin Thicke' is.
2) Matching the music on the site, if there is any, with whatever this person/band produces and see if its the same stuff.
3) Check wether they have the rights to distribute it.
I personally would not know how to even manage step 3 and I do not see how it could be economical for the company to go through this procedure for every email/automatic complaint they receive.
Forwarding the complaint seems like the reasonable solution. They are not even the hoster of the material/website after all.