What are they covering up?

Trump and the Republicans seem bound and determined to bury any hint of troubles:

Why would they work so hard to hide things, if there's nothing there to be hidden?

If I look under my desk, there's no pile of money there...that doesn't mean that fraud, theft, and crime do not happen in the wider world.

We need to have the investigation to find out what's going on, rather than try to hide behind "not seeing any evidence".