The governor has begun to publicly undermine the state attorney general, Letitia James, who is overseeing investigations into Mr. Cuomo’s conduct. ALBANY, N.Y. — Over the past few weeks, Gov. Andrew M. Cuomo has crisscrossed New York, promoting the state’s vaccine rollout and economic reopening, heralding the end of pandemic-era curfews and capacity limits. It is not as though he is oblivious to the numerous sexual harassment accusations lodged against him; his denials have grown increasingly defiant. He adamantly refuses to step down, no matter the findings of ongoing investigations into the claims. “I did nothing wrong, period,” Mr. Cuomo,...