There's been a lot of chatter recently about various federal agencies making ostensibly large buys of ammunition, supposedly for training purposes. Until you divide by the number of armed law enforcement agents these agencies turn out to have, and it turns out to be rather less impressive - I hope (for example) that an armed federal agent expends at least 500 rounds a year for training purposes. The next level of panic is "ZOMG all these agencies have Armed Agents!!11!!Eleventy111!!" To which, again, my response is "shrug." A couple hundred people to cover the entire country per agency isn't a lot, after all. The US is a big place, with lots of people, some of whom commit crimes, and a fair number of those may be violent and armed themselves.
Which then leads to "why does each agency have their own armed agents instead of getting them from $CENTRAL_FEDERAL_LEO_AGENCY$?" Which I would hope by phrasing it that way makes it a self-answering question, but let me unpack. It's a matter of priorities and focus. $CENTRAL_FEDERAL_LEO_AGENCY$ has one goal - put people in federal prison so they can show Congress a count of how many people are in federal prison, so they can get more money to put people in federal prison. This means when they show up on your doorstep, they're looking for anything they can get you on. Each separate agency's enforcement arm has the same goal (show that they deserve more money), but they are trying to get money out of their parent agency, so they're going to want to make sure that their actions are related to the mission of the agency, because their bosses are going to Congress to get more money for their agency's mission. To make an (admittedly silly) example, if BATFE shows up on your doorstep, they're not going to care (much) if the ebony furniture on your rifle is in compliance with the Lacey Act, since that's a Customs violation (unless you really piss them off to the point they want to nail you for something, and even then they'll probably need to get the Customs Department involved); but they are going to care if it's a 922(r) violation. The BATFE's bosses don't get money from Congress for enforcing the Lacey Act. The agents may not even know anything about the Lacey Act, after all, they don't need to, that's not their baliwick. Which is another reason to separate the law enforcement groups to each agency - so that each agency's agents can focus and learn their own agency's regs and laws, not to mention the specifics of any domain-specific safety information. "When moving high-pressure-gas cylinders, make sure the safety cap is firmly attached," for example, is not one I'd necessarily expect an FBI agent to remember, but I really hope the FDA's enforcement agents do. And if you have one $CENTRAL_FEDERAL_LEO_AGENCY$ that manages all the agents, and each agent specializes in supporting a specific agency, you run into all sorts of problems regarding measuring performance across specialities, transferring between arms of $CFLEOA$, etc. There's a reason the Navy has its own aviation and land-warfare departments (and it's not JUST to poke a stick in the eye of the Army and Air Force), as an example, nor why the Air Force fought so hard to get out from under the Army's thumb.
Finally, in the case of a central government that is truly hostile to freedom, having the armed agents split up among several different and competing agencies is going to make opressing the people by federal agent MUCH harder, as you don't have one unified chain of command, or good operational integration. The phrase "herding cats" comes to mind, in fact.