That's beside the point. Sessions and Rosenstein are well aware that they have to act in a way that eliminates not only legal impropriety, but any appearances of impropriety. Donald Trump -- for better or for worse -- has built a reputation for not giving a damn about appearances ... and this was one of the many times where it didn't work out well for him.
Let’s not forget that Comey had told Senate & House there was no investigation of Trump. The FBI knew. Trump knew. But Comey intentionally postured in public that there was an investigation. He had zero reason to keep that close hold other than to have a dagger over Trump’s head.
Sessions knew that. Rosenstein knew that. THAT was why Trump disliked Comey. He knew Comey was lying in public on purpose.
So, Trump’s wanting Comey gone was not really about the Russian investigation. It was about Comey lying about it.