You're conflating incomparable things here. The reason why local law enforcement enforces state laws is because municipalities don't have any political sovereignty of their own - they are granted their authority by the state government, and as such, it can come with arbitrary strings attached and can be changed and revoked entirely at any moment.

This is not the case when you consider the relationship between the states and the federal government, though. While the states obviously aren't fully sovereign, the federated structure of our country explicitly grants them limited sovereignty that is innate and not in any way derived or subject to the federal authority. Thus the ability of the federal government to commandeer state governments to its own ends is rather limited and needs to be explicitly spelled out (e.g. National Guard can be federalized, but State Defense Forces cannot). And last I checked, there are no clauses in the Constitution that give the feds the power to commandeer state law enforcement to enforce federal laws; nor did the courts find such power implicit in other clauses.