Sure, and a meteor can hit the planet tomorrow so it could all be a moot point anyway.
Just because something could happen doesn’t mean it will happen.
Additionally, 43 out of 50 state Attorneys General are elected, not appointed, so the governor has no power over that. Additionally, most AGs are independent, further lessening the power their governors have over them.
Sure, theoretically, the DNC could call up the NYS AG and say they don’t want her/him to prosecute Trump, but at least in NY, going after Trump would make the AG more popular, not less, so the DNC’s leverage would also be minimal.
Edited to add:
I’m just trying to imagine a hypothetical conversation between Tom Perez, the head of the DNC and Letitia James, the current NYS AG:
Perez: “Letitia, the DNC would really prefer it if you wouldn’t bring charges against Trump (for whatever unknown reasons).”
James: “No thanks, the people of NY demand justice for Trump’s crimes.”
Perez: “If you try to prosecute him, the DNC will not support your re-election bid and we will try to heavily primary you.”
James: finally replying to the call after getting up off the floor after laughing uncontrollably… “If I prosecute Trump, I’m going to be the most popular politician in the entire country, let alone New York. You can try to primary me as much as you want. Go ahead. I’ll just laugh my way to re-election or the Governor’s Mansion.”