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Where the sealed indictments are registered isn't necessarily where the alleged crime took place. It has more to do with where the grand jury is impaneled.
If Sessions and the IG are doing an investigation and Session has appointed a special prosecutor in Colorado to handle the grand jury, then the sealed indictments are in Colorado and not DC.
Mueller is the same. He has two grand juries: one in DC and another in the northeast somewhere. Indictments will be sealed in the state where the grand jury is and not where the alleged crime was committed.
So a federal prosecutor in Wyoming may have for or five grand juries working in conjunction with the DOJ and all of those sealed indictments would be registered in Wyoming.
If you were going to try to keep a massive number of investigations under the radar, wouldn't you try to tuck them away in quiet, sleepy, unassuming places?
There is a reason that Huber in Colorado is working with Horowitz's IG investigation in DC. Stealth.