In the case of Jefferson, I'm not surprised that some part of the crimes occurred in suburban Virginia, so the prosecutors decided on that federal district as the venue. Surely, their chances there are better than in DC or Louisiana.
In fact, I personally know several people served by multiple districts/US courts, taken from venue to venue, lockup to lockup, Judge to Judge, and it stands up provided very minimal standards or/and prerequisites are met.
Will you tell them that it couldn't have been done? - Ask any one of many drug offenders in Federal prison, as well.