Alex's family didn't question him about the mansion or the time he needed to spend there and move on, happily enjoying their food.
As they ate, Alex purposefully shared details of what he knew about his new boss and what the mansion's purpose was going to be.
So, if some government higher-ups even decided to check on the mansion and where the funds to build it were coming from, they would easily find the answers that would satisfy them.
As for why someone would do that, it was easily justifiable by the greed of humans because the government and other big players had their eyes on every individual who was suddenly getting rich from the ancient world, and they wanted a share of it if they could.
Alex had only taken six million into his bank account, and the government had approached him to find the truth and only left him alone when they were satisfied, and this time wouldn't be any different.