That's probably mostly true, but it's worth pointing out that some prosecutors (if not federal prosecutors, to be fair) are sometimes held accountable for their actions. Mike Nifong[1] the infamous "Duke Lacrosse"[2] prosecutor, was disbarred, removed from office as DA, charged with various ethics violations and was even held in contempt of court at one point, and spent one day in jail (and paid a $500 fine) as a result.
Unfortunately it's all too rare for prosecutors to suffer any consequences for what they do, and it takes a really egregious case of misconduct like this (as well as a group of well-heeled and well connected defendants) to prompt such a thing.
A prosecutor's criminal conduct in the context of prosecuting a case would never be prosecuted by other prosecutors. It would set a bad "precedent". If it were shockingly egregious criminal conduct while prosecuting a universally beloved public figure (like Mr. Rogers or Joe Montana or similar), you might see criminal charges in relation to impeachment proceedings undertaken by a legislature, but although that is possible it isn't likely.
Now if a prosecutor did something horrible to children or copyrighted materials or something he might be prosecuted criminally for that, only if it had nothing to do with his work.
