Big Wiki implies that they have statutory protections under the Administrative Procedures Act:
That said, defenders of a unitary executive hold that restraints on royal power the president’s control of the executive branch, such as the administrative procedures act, violate the separation of powers.
On one hand, they could theoretically have not known that Guccifer 2.0 is an arm of the Russian state.
On another hand, they could theoretically have been a go-between for higher-level conspirators. But a congressional candidate seems like a high-profile go-between. Better to get a fasc journalist, so lower profile, and so any investigation can be spinned as an attack on the press.