When you are told you are under investigation you have an obligation to not delete anything, even if the automatic window expires.
My company has a policy that outlook will expire all messages in my inbox after 30 days (saved messages folders have a different policy). However when we get legal notice IT quickly changes a setting and now it is not possible for that person to delete any existing email. (eventually legal will review every email you have saved, they will then let you delete the ones that are not affected, but they err on the side of keeping anything) Even if you hit delete, the system will not let you delete the message. Our IM system makes it hard to save conversations, in part of make it hard for investigators to get access to conversations.
As for Facebook, that is complex, depending on which situation. If the "evil person" deleted his account with no knowledge that he was under investigation than Facebook is safe. However the evil person could be in trouble if he knew he was under investigation. If Facebook knew about the investigation they could not legally delete all his data, I presume they have something in place for this situation.
Of course in most cases evil people don't know they are under investigation. This mostly is a factor when a company is sued.