Those actions which the Constitution reserved to the states and forbade to Congress are given to Congress when Congress exercises their control over lands, enclaves, territories and possessions under their exclusive legislative authority since there is no state entity to legislate, but those powers that the Constitution forbids to Congress or to the states (such as the power to limit speech, religion, or to trial by jury) are still forbidden to Congress even in those areas of lands, enclaves, territories and possessions over which Congress has exclusive legislative authority. The Second Amendment in particular not only limits the power of Congress to act to restrict the bearing or possession of arms, it seemingly puts those powers off limits to all levels of government -- "... shall not be infringed."
All that means is that the Constitution gives Congress general powers over such areas. It does not mean they can violate the rest of the Constitution in those areas. They can't restrict free speach, habeus corpus cannot be denied, except as provided in the Constitution, and so forth.