Wells Fargo & Co. isn’t the only one having to answer to Washington over its sales-practices scandal. Its longtime auditor, KPMG LLP, is getting questioned, too.

In a letter to KPMG last week, Sen. Elizabeth Warren (D., Mass.) and three colleagues said the firm’s failure to uncover practices that included Wells Fargo employees opening as many as two million accounts without customers’ knowledge “raises questions about the quality of your audits.”

Whether...