Because they present a social good (less crime, adherence to law, order) that's one of the bases of civilization to those bodies, and those bodies give them more latitude than competing interests because of the primacy of that good.
Which is how I'd want the system to work, because any system fully optimized for freedom without national security exceptions wouldn't survive as a major world power.
They don't always get what they want. They do tend to get what they want. Occasionally things are scaled back later, as excesses are discovered.
Working as designed and intended.
Or to put it another way, what substitute system would you rather put in place, and how would it handle malicious internal groups and external world powers?
Same reason every parliament in the world, including congress, has their own separate police force protecting them rather than relying on the real one?
Those two police forces do have competing interests at times, hence the domestic police does not enter the parliamentary premises unless it is specifically called by a parliamentary decision.
You can wonder why.