to research = to study a given subject or field carefully - I did research for a newspaper article. to research into = to study about something or someone thoroughly - I decided to research into the Middle Ages.

When "research" is used as a verb on its own, having any preposition after it sounds awkward to me. I wouldn't say "research into" or "research about", for example. When using the auxiliary "do", then you need a preposition: "do research into"' "do research about"

"Research" can appear as a transitive verb, so "into" is not really necessary, but it could function as a preposition, the object of which would otherwise perform as the direct object of "research".