One of the basic elements of a democracy are three branches. In fact, democracy is an inherent instable system where these three branches must keep eachother in check. A natural concequence thereof is that every one of these three branches has the right to conduct and lead investigations.

That the courts can act proactive or reactive is more a cultural element then a core element of democracy. There are quite some countries where judges are part of the investigative process and can unilateral.

As Brazil, as a number of other countries in Latin America, has been in the situation in the past that both the gouvernement and the parlement are controlled by people with a .. euh .. not so good reputation on their democratic values, a judicial branch that acts in a more proactive manner should not be that IMHO unexptected.