Wouldn't this set a precedent of state AGs investigating other state AGs on Federal matters?

Maybe there is the clue to my question: is there any such precedent??

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The (potential) reasoning for an investigation may be hinted at in his press release:

“In order to protect the rights of all Missouri voters who plan to participate in the 2024 presidential election, the State of Missouri has the right to know to what extent the prosecutions of a prominent presidential candidate are being coordinated by the federal government, which is currently run by President Trump’s principal political opponent,” General Bailey concluded.

And to be clear, all this is an announcement of a FOIA request--not an announcement of an investigation or legal proceedings.

https://ago.mo.gov/wp-content/uploads/2024.05.09-DOJ-FOIA-Request.pdf

Wouldn't this set a precedent of state AGs investigating other state AGs on Federal matters?

Maybe there is the clue to my question: is there any such precedent??