Because it belongs to them and they realize revenue from it?
The Constitution lists very clearly what the US gov is allowed to own within a state.
Ports for US Navy. Forts and armories for the US Army. District of Columbia. Land needful for buildings necessary for conducting the business of the US gov within the state. Right of ways to and from those.
The rest is only and has ever only been, a contra Constitutional power grab by the US gov.
There is another clause that deals with territories, but as we all know, territories are not states. Once a territory became a state, all limits upon the US gov concerning states must go into effect.