One does not begin an investigation only when one has proof. One begins an investigation to find proof, or to determine it doesn’t exist.
The FBI investigation is ongoing. If there’s no evidence anywhere of Trump’s team colluding with the Russians after the investigation is complete, they will be exonerated. If it turns out that there was indeed collusion with the Russians by Trump or anyone on his team, the law will deal with them. But if there’s no investigation and all that exists is suspicion, that suspicion will hang over Trump like a foul stench forever. Especially as Trump is acting more and more like a guilty man.