Charlie Morgan, the ballboy involved, has refused to make a complaint over the Belgian's apparent kick to the youngster's ribs, as have the club, but, following requests from three members of the public, investigators became involved.
Jenkins told Sky Sports News: "On a personal note, I find it remarkable that there is any thought of police action.
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"Things are done in heat of the moment and probably everybody looks back and wishes things had been done differently. We accept how things are and all move forward."
The FA is also understood to be reviewing the footage of the incident which took place during the 0-0 second-leg draw, which saw Swansea reach the final on aggregate.
When asked whether the FA should drop its investigation, Jenkins replied: "That would be my personal feeling but I can't control what others are going to do. Speaking on behalf of the club, it's something we'd quickly like to forget."
He also quickly dismissed any ideas that the ballboy may have been employed to waste time, declaring: "I've never had discussions with ball-boys and I don't know who does."