Question: Monk's psychiatrist died of a heart attack - Why didn't Monk investigate the death of his shrink more thoroughly?
Answer: In addition to the in-universe answer, an out-of universe answer (i.e. real life), since Stanley Kamel died in real life, it wouldn't be possible to film him in flashback scenes, like Monk's "here's what happened" summation. So setting an episode around solving his death, would be somewhat limited or require a stand-in.
Answer: Because there was nothing suspicious about it. These things just happen and Monk is smart enough to know it was just one of those things.
Brian Katcher