You seem to be describing the US system (or some other common law one… but I believe district attorney is a US-specific term?)…
IDK about other EU countries (I guess they are all the same in this regard?), but in my Italy the public prosecutor has zero discretionary power when it comes to indictment and must, per the Italian Constitution, proceed based on the investigation outcomes. So there is no “help me catch the bigger fish and I’ll only charge you with some minor crime” like in the movies.
So… yes, what you describe can happen to anyone, but it can’t happen just anywhere :)