Put another way, Trump might be able to get away with murdering someone on 5th Avenue in NYC, but he almost certainly could get away with murdering someone on Constitution Avenue in D.C.
Consider the question in the post title as a dig against leaders of sovereign states as context. If our domestic internal security services were to murder someone like they did with Renee Good and Alex Pretti* in D.C., it would be nearly impossible for the local colonial authority to do much about it.
First, Trump can take over the MPD (D.C.’s police force) for thirty days simply by writing a letter to Congress: he does not need Congressional approval, he just has to tell them he is doing this. D.C.’s prosecutors are federal prosecutors that ultimately report to Pam Bondi, not to a state authority**. Finally, if convicted, this is a federal crime, which means Trump would have pardon power, and could–and almost certainly would–pardon the murderers.
Like I said, consider the previous paragraph in the context of local and state politicians who claim they can not do anything to arrest–or even detain temporarily–out of control federal agents. In other words, why would they cede authorities, even limited ones, that D.C. lacks entirely?
Find yourself a Democrat who feels the same way about ICE and CBP as Russell Vought does CDC and NIH.
*One reason these murders are so salient, which has gone mostly unremarked, is they were captured in multiple angles on video unlike other murders.
**D.C. does have an attorney general, but the attorney general typically does not prosecute crimes, and it is unclear what its authority to do so would be in this case.

