They did. Hamilton even argued that presidents should be subject to “forfeiture of life and estate” if crimes deemed it so. Federalist 77.

Article I, Section 3, Clause 7 of the constitution makes it clear that while impeachment is limited to removal, but that after they are fair game for criminal processes.

Wilson wrote 'far from being above the laws, he is amenable to them"

Anti-federalists went even farther - they believed that the Federalists' reliance on the impeachment process, for example, left far too wide of a gap to be exploited.

(They seem to have been correct.)

Federalist Papers. Go read them. Anti-Federalist Papers too. At the end of the day, we're still trying to hash out the same old song.