It's not the fact that he died that's the subject of concern, it's the nature of the death.
Turns out he was still corrupting people from prison, pulling government strings to get his daughter to a prestigious private school while he was gone. People start asking questions, and suddenly he turns up dead.
Even though he's supposed to be guarded 24/7.
There's something bigger afoot, and Williams is no small name in Oz. After all, the second most watched show here is all about him.
So yeah. Suspicious events are suspicious.