They should, since it is a winning strategy historically. However, Democrats really don't like the idea of consequences for the actions of people in power. Here in America, pretty much all of the politicians engage in various unethical behavior. Corruption and insider trading are the biggest ones
In the US, we're obsessed with "free speech" for "people" Also, a corporation has "human" rights, and monetary donations count as "speech" So corporations, which extract and hoard wealth, can "speak" to politicians as much as they want Of course this isn't bribery. Oh no, it's just "lobbying"
The point being that Democrats have two main reasons for not seeking justice 1. They don't want to "sound like" Republicans, who recently won with the slogan "Lock her up" 2. They don't want to begin down the slippery slope of holding powerful people accountable, since they do evil shit, too