What I imagine is that the company is simply trying to verify that you have been notified of the serious nature of the allegations and interviewed. (Note, however, that without seeing the language on the form it's a little hard for me to say for sure.) You might see this signed investigation form show back up in legal situations. For example, the company might produce it as evidence IF you were 1) discharged from employment and filed a complaint or unemployment claim, or 2) later investigated for retaliation against the complainant.
It would be helpful for you to know if this form is standard procedure for every investigation. The investigator should explain to you the general investigation process and the reason for the form, particularly since you have some anxiety about signing it. While HE is comfortable with it because he deals with this form routinely in investigations, he’s probably never been in your shoes. You can point out respectfully that this is the only investigation you've ever been involved in (if this is true) and this whole process is foreign and confusing to you, including this form. Your job is at risk, and you're scared because you want to ensure that you are given a fair, neutral hearing. You’re disappointed that this form doesn’t say that and specify your rights as a person complained about.
Be sure you present your perspective in a nonaggressive manner. Explain and persuade rather than confront the investigator. Don't give him a first-hand example of unprofessional behavior similar to that which you're accused of. Companies may perceive an employee's refusal to sign any document negatively, (i.e., as noncooperation). However, I hope I’ve provided you with a way you can diplomatically push back and get more information without appearing uncooperative.
I'd personally sign the form if it's standard procedure and you trust you'll have a neutral, unbiased hearing, but that's just me.