They really can't... if his previous employer investigated and cleared him then they literally cannot do anything, or he can sue them AND her.
Look at it coldly for a moment, if you do offer a female colleauge "mentorship" then part of that IS getting to know them, what they're like etc... if she then is "I have a boyfriend..." that's a pretty clear signal to back off... at that point, pushing even the mentorship offer could be misconstrued... so you withdraw it and back off... your bosses investigate and you're cleared because you didn't push it, press it...it was made clear the offer was unwanted. Then once you leave the company you suddenly get named in a lawsuit?
Nope... WWE is on a VERY sticky wicket either way, but affecting Coach would send equally bad vibes... especially as Enzo's case was questionable and he was fired for not telling them rather than the case itself (which has a lot of holes) being the reason.
Coach would have probably had to disclose this when he re-joined when they have the "anything we should know" chat, ESPN would likely have been contacted as part of his rehiring to confirm he was cleared etc...
With the stuff in WWE's closet, touching Coachman here would be dangerous...