That is the sixty four thousand dollar question. The man who wrote "Art of the Deal" also missed Bill Clinton and his AG, Janet Reno, who gave us Waco, Ruby Ridge, and federal troops pointing a gun at Elian Gonzalez?
Trump's knowledge gap regarding the historical importance of having an absolute loyalist heading DOJ is--as you have inferred--inexplicable.
I wonder if Sessions was part of some deal with the Republican establishment in December 2016