Because in the US, criminal investigations have to be carried out by duly recognized officers of the law (or their designees), outside of some extremely specific exceptions like the UCMJ. This structure is so fundamental to the system that it can be traced back to English common law. There are a handful of outliers: some "government watchdog" groups have limited judicial powers (though I can't actually think of any examples of this right now), the crew of aircraft or ships under US flag have (limited) law enforcement powers while underway and there's the big nebulous complexity of the coastguard's interaction with the civilian legal system.

(An aside: at and below the state level there's some additional fuckery, like for example firefighters in some municipalities are endowed with policing powers while carrying out their duties, and some places have reciprocal LEO certifications for things like mental health first responders, but those are all extremely limited in scope and still rely on those people being considered officers of the peace (or some equivalent designation))

An agency to investigate things like this would require their own dedicated enforcement branch, just like the FDA, USDA, Post Office and even NASA all have (disappointingly the NASA police are just called the "protective services office" and not "space cops". Tragic waste of a good opportunity there). We'd need more cops to staff this hypothetical new agency, and we can't simply "borrow" cops from somewhere else - they're already busier than they can handle, even setting aside jurisdictional complexities and expertise. This is how the system in the US is structured, and to deviate from it we'd have to rework that structure fundamentally.