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Swedish newspapers Aftonbladet and Expressen and public broadcaster SVT on Tuesday reported that 25-year-old Mbappe was the target of the investigation, following his two-day visit to the Nordic capital last week.
Italy defender Giovanni Di Lorenzo scored twice in an energising 4-1 win at home over Israel.
France coach Didier Deschamps left Mbappe out of the squad he announced on Thursday, saying the 25-year-old lacked preparation, having played too few matches.
The 33-year-old, who struggled at this year's Euros, was one of the key elements in the 2018 and 2022 World Cup campaigns as Les Bleus took the title in Russia and finished runners-up in Qatar.
Mbappe, signed from Paris St Germain this year, has been in fine form this season, scoring seven goals for Real in nine matches across all competitions.
Varane made 93 appearances for France from 2013-22, playing a key role in their victory at the 2018 World Cup in Russia, as well as their runners-up finish four years later in Qatar.
Kapadia, an alumna of the Film and Television Institute of India (FTII), made her directorial debut with this film, bringing significant recognition to the country.
Italy won the other Group A2 fixture 2-1 against Israel in Budapest to open up a three-point advantage.
Riding her 12-year-old mare, Petra del Rey, Nida completed the 160 km course in just 10 hours and 23 minutes.
The lawyer of the survivor, Gisele Pelicot, said she wanted the trial to be held publicly to show "that shame must change sides".