Technically, I think the states are saying that only the Legislative Branch has the authority to create laws.
I agree with the states on this one (begrudgingly as they just want kickbacks). Laws are created by the Legislative Branch, however the U.S. has long been in this muck of government created agencies given the power to create laws by "interpreting" law.
Example 1, BATFE says that it's perfectly legal to by the assisted shooters brace and put it on a "Pistol" that shoots a rifle caliber. The device was designed by a disabled veteran to allow other disabled vets to shoot rifle caliber pistols, and for those handicapped it works very well. Well American ingenuity realized that you could use the brace as a stock, and essentially have a SBR (Short Barreled Rifle)*. BATFE saw it, and said who cares... Months later the BATFE came back and did a "clarification" on their original stance, stating it's perfectly legal to install said device... but it's ILLEGAL if you place the device on your shoulder ?! All the while completely leaving the U.S. Congress and Senate out of the law making equation.
Example 2, BATFE moves to outlaw XM855 ammo as "armor penetrating". XM855** is a 5.56 round for the M4/AR type Rifles... news flash all standard hunting rounds are armor piercing. Kevlar vest isn't stopping a 30-06 round anytime soon. Not to mention the idea of banning armor piercing rounds was for pistols duh, it's in law.
I used Pro/AntiGun examples for a reason... The above examples could be "good" or "bad" policies depending on where you stand on the issues, but, in the long run you should agree that government agencies creating laws is bad. One day you'll be cheering them, the next generation you'll be hating them. Elected officials should make laws, not government agencies hand picked by the President, that can just circumvent the process. One day these agencies can be controlled by a Social Progressive, the next a Fundamentalist Christian.
* Note SBRs are legal albeit with a $200 tax stamp.
** XM855 is a seriously poor performing round, but it's inexpensive.