The Australian Communications and Media Authority is investigating whether radio station 2DayFM breached its broadcasting license conditions and the industry code of practice.
In London, coroner Fiona Wilcox opened and adjourned Saldanha's inquest until March 26.
Wilcox expressed "my sympathies to her family and everybody who has been touched by this tragic death."
In Britain, inquests are held to determine the facts whenever someone dies unexpectedly, violently or in disputed circumstances. Inquests do not determine criminal liability or apportion blame.
The local authority, Westminster Council, said Saldanha's body was released to her family after Thursday's hearing.
Saldanha, who was born in India, lived in Bristol in southwestern England with her husband and two teenage children. Her husband, Benedict Barboza, has said she will be laid to rest in Shirva, India.
The family was not in court. Lawmaker Keith Vaz, who has spoken on their behalf, said the nurse's loved ones "need time to grieve."
Vaz said a memorial Mass would be held Saturday at London's Roman Catholic Westminster Cathedral.
Associated Press writer Kristen Gelineau contributed to this report from Sydney. Jill Lawless can be reached at http://Twitter.com/JillLawless