According to Egan, police knocked on her door in Kingston, southwest London, at 3.30 a.m. local time to ask whether she or her husband had seen or heard anything.
"There is no evidence to suggest a link to the incident in Salisbury", police added, referring to the poisoning of former Russian spy Sergei Skripal and his daughter Yulia.
"At this stage the Met Police Counter Terrorism Command is leading the investigation as a precaution because of associations that the man is believed to have had", they added. It didn't release his name, saying formal identification had yet to take place.
He was known as the "godfather of the Kremlin" before fleeing to London in 2000 after a row with Russian leader Vladimir Putin.
A subsequent inquest failed to determine whether he had killed himself or died from foul play.
According to the Russian Embassy in London, the United Kingdom refused to extradite Glushkov in February 2016 on charges of large-scale fraud and embezzlement during his time as the deputy director of the Russian airline Aeroflot.More news: Eagles TE Trey Burton signing with Bears
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Britain granted Glushkov political asylum, reportedly in 2010, after he had been sentenced in Russian Federation for allegedly embezzling millions from Aeroflot. He was arrested by the Russians in 2004, but handed over to the United Kingdom in 2010 as part of a spy swap.
In 2011, Glushkov gave evidence at the court case brought by Berezovsky against his fellow oligarch Roman Abramovich, who remained on good terms with the Kremlin, the Guardian reported.
In 2017, during a trial in absentia in Russia, Glushkov was sentenced to eight years in prison for stealing $123m from Aeroflot.
It said Russian Federation had sought his extradition in 2015 "for committing a number of severe financial offences on the territory of Russian Federation", but the British government refused.
Last year, Glushkov appeared on a list published by the Russian Embassy in London of Russians wanted for serious crimes whom the United Kingdom had refused to extradite.
Nataliya Vasilyeva reported from Moscow.