A ship has already been dispatched from one of the Nordic countries (forget which) to investigate this.

Undersea technology is well advanced. The damage can be inspected now. Also, while a pig is a clever way to do it, quiet, small submarines could have done it from the outside - just to make it look like Russia didn't do it.

Also, I don't know if a pig is technologically possible under the conditions where gas is under pressure but not flowing.