Because that person literally rules over millions of people, the overwhelming majority of which didn’t vote for him (1.7m votes out of the 6.1m population). Right now he is literally threatening state violence against a reporter for looking at a government website that accidentally leaked personal information.
Getting a prosecutor to risk their career on prosecuting a journalist for politics is quite a bit more difficult. Journalists are well aware of their rights, and have lawyers between them and law enforcement.
I think its dumb, but as a former photojournalist who had a very large oil company (Haliburton) use a very small police department to come after me for trespassing, I can assure you that the newsroom is NOT scared right now.
But that's what's got me so depressed over the past 5 years or so. It used to be, in the not too distant past, that politicians were embarrassed to be caught in an easily demonstrable lie or stupid gaffe.
These days they just yell "fake news", repeat the lie/gaffe louder and more frequently (which is EXACTLY what the governor is doing on Twitter [1]), perhaps maybe pair it with a catchy slogan, and that seems to be a winning strategy.
1. https://twitter.com/GovParsonMO/status/1448750830857904129
In moderation, I think this is actually the correct response. Unless you live in Missouri, who cares what stupid things the Governor of Missouri says?
In a previous era, you never would have heard about this story at all. It's just a politician in a minor state trying to score some political points. It's very unlikely they'll actually charge the reporter with anything, much less convince a jury to convict.
In today's connected world, it's easy to get news from anywhere at anytime and be outraged. Sometimes you just have to ignore it for your own sanity.