TOKYO—Japan’s government said on Wednesday it would investigate messaging app Line, owned by SoftBank Corp’s Z Holdings Corp, after Japanese media reports that it let Chinese engineers at a Shanghai affiliate access Japanese users’ data without informing them. Under Japanese privacy regulations, companies have to let users know when their personal data is sent overseas, public broadcaster NHK and other local media reported earlier. “We can’t say yet if Line breached regulations or not, and we are conducting an investigation to find out,” a government official responsible for overseeing privacy regulations told Reuters. If Line is found to have acted improperly then the Cabinet Office can direct it to make improvements, he added. “There hasn’t been anything that breached legal or regulatory boundaries,” a spokesman for Line said.” We will continue to respond to laws and regulations in all jurisdictions, including Japan.” In a statement posted later on its website, …