Why? Read this article.

About 31 min. into the film.

Frost: Well what is it that you want to achieve
Reston: I’d like to give Richard Nixon the trial he never had.
Frost: Of course, we’ll be asking difficult questions.
Reston: Difficult questions… the man lost 21 thousand Americans and a million Indochinese during his administration. He only escaped jail because of Ford’s pardon.
Frost: Yes, but equally going after him in some knee-jerk way, assuming he’s a terrible guy, wouldn’t that only create more sympathy for him, than anything else?
Reston: You know, uhm, right now I submit it’s impossible to feel anything close to sympathy for Richard Nixon. He devalued the presidency (emphasis mine) and he left the country that elected him in trauma. The American people need a conviction, pure and simple. The integrity of our political system, of democracy as an idea entirely depends on it. And if in years to come, people look back and say it was in this interview that Richard Nixon exhounorated himself, that would be the worst crime of all.
… (actual silence)

You see a little bit of that conversation in the trailer as well.

To me, this film was one of the best of 2008, and yet Nixon was never convicted, so was it a victory for democracy?