One of the contempt charges Bannon face is for not handing over documents to the Jan 6th committee. Why can't they just issue search warrants for every location remotely-associated with Bannon and get them themselves? Why do they need Bannon to turn them over?
First, let's be clear about who "they" is. Neither Congress nor the Department of Justice has the power to issue search warrants by themselves. Search warrants are issued by judges, upon a showing of probable cause by the prosecution.
In particular, search warrants can only be issued in criminal investigations. Federal Rules of Criminal Procedure, Rule 41c:
(c) Persons or Property Subject to Search or Seizure. A warrant may be issued for any of the following:
(1) evidence of a crime;
(2) contraband, fruits of crime, or other items illegally possessed;
(3) property designed for use, intended for use, or used in committing a crime; or
(4) a person to be arrested or a person who is unlawfully restrained.
I don't think Bannon's documents fit any of those criteria at this time. The Congressional investigation is not a criminal investigation, and I'm not aware that it's currently being alleged that the documents contain evidence of a crime.
Bannon himself is charged with a crime - contempt of Congress - but the actual content of the documents isn't relevant evidence in that case. As I understand it, the prosecution only has to prove that the subpoena was properly issued, and that Bannon failed to respond to it, which latter I don't think is disputed. What is actually in those documents, or indeed whether they even exist, is immaterial to his guilt or innocence on that charge.