Special Prosecutor Robert Mueller is probing the relationship between Trump and the NRA from before the 2016 election. This, presumably because of Russian attempts to influence the US election. A Trump link to the NRA could prove there were efforts to help a foreign power influence the US election.
From the Hill and CNN:
Butina is a former assistant to Alexander Torshin, a deputy governor of the Central Bank of Russia, that Senate Judiciary Committee Democrats allege potentially funneled Russian money into Trump’s 2016 campaign through the NRA.