I know. But clearly they can be federally prosecuted and nearly all US crimes take place in an actual state (as opposed to other territories). Just saying that a state can do it is not sufficient to dismiss federal authority over the case. Since the guy conspired to kill a high-profile executive in another state, there seems to be federal standing for that reason (in my non-lawyer opinion). Even if he didn't cross state lines or assassinate such an individual, I think there are many ways the feds can take interest.
The same jurisdictional thing happens with state and local authorities as well, I think. You could be breaking local, state, and federal law at the same time and have 3 levels of authorities and many agencies that could all take you in, resulting in different prosecution. At least that is what I've been led to believe.