They are either:
1 talking out their ass because they assume there's some law to prevent that with scary guns (like people think guns need to be registered)
2 purposely trying to play up the "He came from ANOTHER STATE to cause trouble!!!" narrative, and want to make sure folks don't remember he was 20 minutes from home in a town he had a job in.
3 have read somewhere about a federal charge for transporting firearms across state lines in the commission of a felony* and want the feds involved.
Or some combination of the above.
* That would be 18 USC 924 (b):
Whoever, with intent to commit therewith an offense punishable by imprisonment for a term exceeding one year, or with knowledge or reasonable cause to believe that an offense punishable by imprisonment for a term exceeding one year is to be committed therewith, ships, transports, or receives a firearm or any ammunition in interstate or foreign commerce shall be fined under this title, or imprisoned not more than ten years, or both.
I would normally think that "commerce" is a stretch in this case, but have learned not to underestimate the elasticity of the Interstate Commerce Clause.