I don't think the holding is as absolute. The States bear the responsibility for local law enforcement. As we have just seen, it is States that define restraining orders that were upheld by the SCOTUS, I suspect as a matter of due process. One may apply the same standard to those found by a court to be criminally insane or mentally incompetent.
My preference would be that such a process might be applied as elemtal to inductive training at the age of maturity, such that the unorganized militia might be "well regulated." Nobody could rationally conclude that its current state meets the standard expressed in the 2A as a necessity. See A Well Regulated Militia: Bringing Our Country Together... with the Second Amendment?
While I definitely agree with you that states and their subdivisions are responsible for the enforcement of local laws, the real issue is whether the local law in question can withstand constitutional scrutiny. In this particular case, I think you would agree with me that the law in does not comport with the Second Amendment, as applied to the states under the McDonnell standard. If you have a law that violates the Constitution, anything done under the authority of that law (or any related regulations) is (or certainly should be) void ab initio. Where a law is constitutional, I would certainly agree with you that local laws and regulations dealing with enforcement are a state or local matter, though very much subject to due process requirements. I don’t even think we get to that point, however, as the law in question is being challenged on purely Second Amendment grounds. I don’t think that the Supreme Court (if it gets to that level, and I suspect that it will in a couple of years) will even address any due process issues, except perhaps as dicta.
By the way, I fully agree with you that there should be militia training, and every single state should have laws and regulations to effectuate the goal of having a more prepared population. We face a situation that is almost the exact opposite of Israel last October 7: they were poorly armed, but well trained (on the whole). We are well armed, but poorly trained (on the whole, and certainly in small unit tactics). We should rectify that situation, and thereby Be able to deter any such attack upon our country with a far greater probability.