Legal in your state, eh who cares.
Working for FBI/CIA/NSA.. most people don't care for state level repercussions. But KGB threatens (oh they would for funsies) to reach over to talk to CIA that you're in violatoin.. bang loss of job, questioning of your prior work, legal consequences (you lied to get the job), etc...
That's the threat.
Current use = you're fired + lose your security clearance.
Sure, I don't think most people are going to pick "here's the nuclear codes Mr. KGB agent, just don't tell them about the weed!", but it's enough of an opening to convince some people to divulge some information that they shouldn't.
Add on a few more vulnerabilities - maybe they're struggling a little financially and their job skills don't translate well outside their current government role, and just the threat to their job security can be something significant.
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Obviously, federal legalization would basically solve this issue.