I understand that perspective to some degree, but imagine a hypothetical country with say, two parties in power, where prosecutors only crack down on white collar criminals if they are supporters of one party and not the other. We would call that system corrupt, and probably not celebrate that at least some of the criminals face justice.
Also, from a practical standpoint, charging some and not others is not necessarily better if the selection is made politically. That moves the needle from "at least something got done" to "law is just a tool of oppression".
How else do you propose a system that is fucked like that ever gets unfucked?