Trump seems to believe that cabinet officers, such as AG Jeff Sessions, work for him, personally, much the same way that department managers in the Trump Organization work for him. He further believes that they are required to do as he says.
In reality, while the POTUS does appoint cabinet members (subject, of course, to Senate approval), they are somewhat independent and are supposed to work for the good of the country.
This is especially true of the Justice Department. Even for investigations that do not involve the president, it is extremely dangerous to have the prez interfering with the workings of the FBI and the DOJ. The potential for political shenanigans is just too great. The integrity of the American justice system depends on politicians keeping their fingers out of that particular pie.
The president and Congress do and should have oversight authority for the DOJ, but it must be exercised at a very high level. When it becomes second-guessing and meddling in individual investigations, we're on very, very thin ice.