Civil penalties can be imposed when make a single copy without a fair use exception, this is why pre BitTorrent people got into trouble for downloading music for themselves. The government doesn’t care unless you get sued but they will enforce the lawsuit if you lose.
Criminal investigation and penalties occur with wide scale commercial distribution of copyrighted works.
They copped the actual message in its entirety not just a cryptographic formula. Further, his hand written notes may have creative expression even if the process itself isn’t protected by copyright. Similar to how software code is protected.