Because they aren't finished yet.
This grand jury's term is done. So the investigation will move to other venues.
To hinder an investigation by lying to duly sworn officers of the court is more than "mere" perjury, it is obstruction of justice. It's a very very very serious matter. It's serious if a garbage collector does it. It's serious if a homemaker does it. It's serious if a college freshman does it. It's serious if a member of the Executive Branch of the Federal government does it. One could argue that the last is even more serious because the Executive Branch is charged with enforcing the laws whose violation is being investigated.
Mr. Fitzgerald understands the importance of crimes that prevent investigators from developing a clear picture with which courts can either indict or dismiss, and he has explained that importance eloquently.
The truth is the engine of our justice system.
Patrick Fitzgerald. Press conference on outcomes of the Valerie Plame case, 28 Oct 2005.
There was more, but I couldn't type that fast.