“Arrest the reporter for what?”
Contempt of court for refusing to testify would be the most likely thing. And yes, it has been done before:
https://www.nytimes.com/2005/07/07/politics/reporter-jailed-after-refusing-to-name-source.html
This investigation is not a judicial proceeding, and the Court's investigatory team did not seek to speak to the Politico reporters. Who would have been within their rights not to speak to the investigators in this context anyway.
Insofar as my speculation leads me to surmise that the most likely person to have leaked the Dobbs draft was Ginni Thomas -- motive, means, opportunity -- there are some people who probably ought to be careful what they wish for.