To make matters worse, Malta is a tiny island state where "everybody knows everybody". I was there just a few months ago and you can comfortably walk around the (stunningly beautiful) capital in a few hours and see the entire nation in a matter of days.
While Malta supposedly has a great deal of corruption, it's not considered more corrupt than so many other member states in Southern and Eastern Europe, and quite frankly, it would be nice also in Western and Northern Europe to have a supranational investigative body in stead of or in addition to parliamentary hearings, commissions etc. that often require parliament majority which rests with the government parties anyways.