this sentence does have an error--a grammatical one.
When the museum authorities investigated they found several mysterious crates in the basement.
read the sentence out loud. doesn't it feel like a run on? there isn't any pause within it, but it has a sequence of events: the authorities investigated, the authorities found several mysterious crates. you'll want to insert a comma between "investigated" and "they"
When the museum authorities investigated, they found several mysterious crates in the basement.
read it out loud again. you have a natural pause that helps you better understand the events and you have a comma separating the two ideas.