Where do you get the idea that an investigation starts with evidence? Most investigations start with an allegation which is then investigated to determine if the evidence supports the allegation. An investigation of any type will review all sorts of information to determine if it is evidence.
Fine. So we are to start investigating everything some bureaucrat can allege? We will be investigating everything. These allegations were about an ongoing political campaign, the one opposed to the party in control of who gets investigated.
See if you like it if Trumps administration decides to investigate the nominee of the Democrdats, next time around.