For the same reason that Hillary's FBI did (and will) look into all components of the Vast Right Wing Conspiracy. They did it because they could.
Some of those groups have either planned to, or have committed, acts of violence which probably fit the definition of terrorism.
That said, FBI is notorious for politicizing its responsibilities and overstepping its bounds. I submit Ruby Ridge as Exhibit A.
Then, they howl when their hands get tied. They're not going to get it both ways.