Because out of everybody he is probably the most fukked as far as evidence goes...
I mean you can pretty much watch a video of him perjure himself during his confirmation...
Also don't forget all this shyt Mueller is doing...is actually Sessions job...he had to recuse himself because he has gotten caught up in so many lies...well actually just the same lie over and over again...
He is the AG...the head of the Justice Department...if they let his corrupt ass get away it takes a shyt on the entire US Justice system...since Sessions is pretty much the "lawyer" for the united states government...
He also is the one who is going to have a gang of IC people trying to make a come up on taking down an AG...depending on how you view politics taking down an AG could be more impressive than taking down a President...
Also as a lawyer Sessions is probably WAY more aware of ow serious this shyt is than Trump...it's like two guys being caught in a fire and one guy Sessions, knows exactly what a fire can do to human beings and the other guy Trump heard that fire was bad but whatever I will just tweet to my botnet and the fire will go away...