Because if the vetting had properly occurred and he's innocent, the allegations could be explained. If he's guilty, he'd be fired. Instead, they were caught off guard.
My feeling: First of all, President Trump is truly tolerant of normal imperfections that all people have. Our "tolerant" liberal society isn't tolerant at all, it's dictatorial on expectations for behavior. It's dangerous, because nobody can possibly live up to standards imposed in these irrational purges. Secondly, I'm a retired teacher. From decades of supervising a classroom, I learned that any group, especially of entitled, spoiled brats, needs discipline. This WH is behaving like an out-of-control classroom, not appreciating that the standards they're supposed to adhere to are for real. Kelly maybe doesn't get it that they'll ignore military-style discipline, because they don't expect consequences for their modes of behavior. The WH needs discipline, and everyone on staff needs to be exemplary in their understanding of the position they're in.
Right there is the flaw in your theory. So far as I know there's only one person in the Administration immune from the witch accusation, and that's Mike Pence...unless his wife gets mad at him.
That's the nature of witch hunts. You shouldn't assume rationality where none exists.