Nervous about this particular incident? No, but it does show a part of a money trail that they can expose if Alabama doesn't stay in their good graces. So there is plenty of stuff not to be really happy about.
Again this whole probe is basically the NCAA's revenge against Pitino through legal means since they were incapable of slamming him for the escort service incident. The NCAA is actually weaker than they were before the P5. The NCAA is well aware of the pay for play environment of college athletics, they usually turn a blind eye to most of it. The exceptions are when they are obvious. Ole Miss wasn't penalized for paying players, they were penalized for making it obvious, and making the NCAA look like idiots.
This FBI probe is just another reason I wish there was some sorta cap system in college sports, and they would just give up the façade of this being a purely amateur sport that players aren't paid. The FBI probe has just set a scary precedent for how much the NCAA is willing to go to try to gain back lost power.