Their files are out of reach of US law enforcement or courts (per his order). Which means they can do investigations and domestic surveillance that normal law enforcement can’t do.
And if they are beyond accountability, who’s to say what they are really doing? They could be doing legitimate international law enforcement, they could be executing orders on behalf of the ICC, or they could be Sorosian agents doing who knows what. Or his personal thugs operating under the cover of an international badge.
If your reasoning is correct we a more than screwed, we are as WWII vets used to say, screwed, blued and tattooed.