Good for you. In the last few years, they investigate it. I was a victim advocate in the military for 2 1/2 years. The civilian police near the base I was at didn't do the best job of it but they investigated it. My first case I took a female soldier to the civilian police station (it happened off post) and the officer talked to her and then asked me out into the hallway. He said "Do you think she's telling the truth?" I said that's not my job to decide. That's your job. I'm here to help her and that's it. The civilian police closed it pretty quickly. CID investigated for about two months and closed it unsubstantiated - doesn't mean she was lying. They just didn't have enough evidence to push it forward.
So in my experience the police investigate allegations and I think in the last few years yes they are supposed to investigate all reports of sexual assault. That doesn't mean they do a thorough job.