It's a story about a Spider-Man from another universe coming to the one Ultimate Fury inhabits. Investigating that sort of thing is his job whether you like him or not.
I've seen people complain about Captain America and the Avengers not showing up in Netflix's Daredevil for what was ultimately a pointless cameo that had no bearing on the story so I don't see why Ultimate Fury doing something that falls under his jurisdiction as a law enforcer gets criticized.