The broader national context is important too. 2005 and 2006 saw a raft of Republican political scandals across the country -- the Abramoff and Cunningham scandals being the most noteworthy, but by no means the only ones. And this proved to be a critical part of the Democrats eventual landslide in November 2006.
It was for this reason that federal prosecutors around the country were under intense pressure from the White House to produce and leak corruption allegations against Democrats in order to blur the corruption issue for the November election.
Now dial back and remember that Christie was laying the groundwork to run for governor as far back as 2003 and 2004 and had a series of conversations with Karl Rove to help him do that, both before and after Rove left the White House in 2007. So in 2005 and 2006 Christie seems already to have decided that he wanted to run for high office as a Republican and thus knew he would need the support of key GOP power players.
So put it all together 1) Pressure on US Attorneys across the country to cook up bogus investigations of Democrats to help salvage the 2006 election, 2) Christie particularly vulnerable to such pressure since not only would firing be a political career-ender but he'd need help from GOP pols to mount his campaign for governor, 3) documentary evidence shows that Christie was on and off the firing list over the course of 2006, though there is no direct evidence he knew this at the time, 4), Rove and Christie having a series of conversations during this period about Christie's desire to run for governor, 5) Christie's office leaks perfectly timed stories about a corruption investigation of Menendez, one that independent observers found iffy at the time and eventually produced no prosecutions.
It is certainly possible that it's all an unfortunate set of coincidences that unfairly makes Christie look bad in retrospect, knowing what we know now about Rove and Co's effort to use federal prosecutors to game the 2006 election. But the circumstantial evidence strongly points to the conclusion that he was one of those US Attorneys who 'did the right thing' to help hold on to his job. And his unwillingness to discuss the issue just makes it seem all the more so.