The democrats think very highly of the FBI and Justice Department agents and their dedication. Yet they want a Special Prosector because they don't trust the FBI investigation into Russian collusion. Does that make sense?
That is not the reason why.
There is nothing to prosecute.
An independent investigation just means that the government isn't investigating itself. The FBI does good work but it's still part of the government and the head of the Bureau is appointed by the President. If he/she is investigating the person that gave him/her their job, sometimes conflicts of interest can arise. Special prosecutors have been used in government before, this isn't a a new idea. Why not just once and for all have somebody definitively say what happened and if anybody is guilty of a crime?
Bottom line is there is a lack of trust by the politicians of the FBI.