She is the DNC nominee and any trial would be incredibly disruptive to the political process. It may be in the best interests of the country as a whole to avoid that spectacle and give her a stern warning (as they did in the statement) to pay better attention in the future, thus allowing the general public to decide if this is a serious enough misstep to warrant her being unfit for office.

Though that "stern warning", where he made a public case against the nominee's judgement and speculated about whether or not her server may have been compromised, was itself an aberrant and exceeding political act. It's effectively an authority-endorsed, negative campaign roadmap for her political opponents to follow.

http://fortune.com/2016/07/05/james-comey-clinton-email-scandal-trump/

Comey, a Republican picked by President Obama for a 10-year term, did not have to hold a news conference to say the FBI was not seeking charges against Clinton. He said doing so was “unusual.” It was more like unprecedented.

...

Comey was not tasked with opining on Clinton’s conduct. He was in charge of the investigation into whether a crime occurred.

...

Matthew Miller, who worked as the Justice Department’s top spokesman under Attorney General Eric Holder, called Comey’s presser “absolutely outrageous.” Miller said the Justice Department and FBI typically comment on open investigations only in court, and the agencies should have kept it that way. ... “I can’t remember an FBI press conference like that when charges declined.”

Miller said Comey seemed to break Justice Department rules barring comments on ongoing investigations. The rules allow an exception for matters that have “received substantial publicity, or about which the community needs to be reassured,” but only with approval from Justice Department superiors. Comey said he had not “coordinated or reviewed” his statement with anyone at Justice, though that does not exclude the chance he obtained approval to make some statement.