It means that this senator is hitting close to home on something but Session's not allowed to answer. Notice Mr. Leahy is also smirking. He's a Demoncrat but he has known Sessions a long, long time, since before things were so acrimonious between the two political flavors.
Sessions has not been interviewed by the special counsel. Because he has not done anything wrong and was cleared of it back in December (if I remember the month correctly).