They're playing poker.
It's a good cop/bad cop public display with little meaning except that by Trump mentioning it that it keeps the subject of FISA/FBI/Obama admin in the spotlight longer. They're being investigated for a reason.
Sessions and Trump both know the DOJ is still corrupt with BHO/HRC friendlies.
If Trump's DOJ were to find evidence and charge HRC or BHO or Comey etc. it would be seen as a pre-determined WITCH HUNT by Trump and Sessions.
Democrats wouldn't accept their conclusions as being impartial. They have a hard time dealing in reality and uncomfortable truths.
They'll have no choice to believe it if independant (Obama's guy) IG Horowitz is the one who uncovers the MASSIVE SCANDAL and throws the book at BHO/HRC/FBI/DOJ etc.
Everyone will believe Horowitz and they'll be shocked by the scope of what's uncovered.
Total disbelief and sick to their stomachs.