> But also, why shouldn’t these cities help federal agencies enforce the law?

Because they are a subdivision of a separate sovereignty, which has its own laws and priorities, and its own limited resources with which to pursue them, and which doesn't have either the unlimited borrowing authority or the practical freedom to borrow that comes from borrowing in a currency that it controls that the federal government has, so those constraints are much more sharp than they are for the federal government.

If the federal government wants its laws enforced, it should expend the resources to enforce them.