["If you're looking at Russian collusion, the president's tax returns would be outside that investigation," said a close adviser to the president.]
Why?  Typically investigations of a person's financial situation is one of the first things to look at in regards to motive.  This time it may also be the means given the involvement of Russian banks in his real estate dealings.
But this goes back to the same situation over and over again.  What is Trump hiding?

["Who attacks their entire Justice Department?" this person said. "It's insane."]
That requires someone to understand, appreciate or even recognize the rule of law.  Trump doesn't fit any of those.

[There is also a common-law canon that prohibits individuals from serving as a judge in their own case.]
Trump hasn't exactly conducted himself as a paragon in regards to conflict-of-interest or professional ethics in government so it wouldn't be surprising if he tried.