Al Franken's question was rambling and if Sessions had stuck to answering it he would have been fine (granted I haven't seen the whole context). Sessions just had to give a less direct answer (or a startlingly more direct answer).
How does the head of an agency "recuse" himself, anyway? It's not like being before a judge, where it can be handed off to another judge. The agency head is an administrator of a gigantic organization. Maybe Comey would be swayed by Sessions saying "let it drop," but would he really do it? And a special prosecutor would be out of his chain of command, presumably. Not convinced those guys are independent either, though.
Sessions could say he would rigorously address causes for concern, or he could say, "You know, I actually met the Russian ambassador twice, but never did more than shake hands and exchange pleasantries."
It would be so cool if Lindsay Graham had set him up. Graham may deeply disappoint me some day but so far I like him.