When federal officials are murdered, it should be tried at the federal level. Let the states prosecute on everything else (it's not as if their prosecutors would go without work).
But why? If someone is killed in Oklahoma or Florida, they have violated crimes in those states, regardless of their employer. Why even open up that can and give the feds that power?
But, what if I agreed with you here. Would you then agree that the State could not be able to prosecute for murder if it involved a federal officer?
No, I think not. This creates a higher "class" of citizen with more "protections" (if you will) than the rest of us.
The murder of a Federal official should have no more impact, and recieve no more attention than the murder of one of us peons.
Also, with the one exception outlined in the Constitution, I see no Federal authority to execute anyone outside the confines of a declared war.