It's fine to feel that way, but they are supposed to be cooperating with each other. The FBI is simply not capable of conducting this kind of investigation on its own, and it does not have the jurisdiction to take over a local investigation. With the federal government so heavily politicized right now, I don't think it's in anyone's interest for them to have full control of investigations like this considering that the motive could have quite possibly been political in nature. I say this as someone who believes wholeheartedly in the purpose of the federal government.
None of that is to say the local sheriff's department is doing great. I think both local LE and the FBI have dropped the ball in this case through incompetence or inexperience (hopefully not malice). Sure, they will point fingers at each other, but they ultimately both share the responsibility for the failures thus far.