She never said there was "no evidence." If you care about accuracy, here's what she actually said.

Blitzer: ". . . do you have evidence that there was in fact collusion between Trump associates and Russia during the campaign?”

Feinstein: “Not at this time.” 

The fact that she doesn't have evidence does not mean that no evidence exists. So the investigations continue. And Feinstein has apparently seen enough information to call for a special prosecutor.