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The FBI is there because the FBI has two tiers of highly-trained counterterrorist units: the Hostage Rescue Team and SWAT. The Hostage Rescue Team is the FBI's elite CT unit, and regularly cross-trains with Delta Force as well as foreign CT units; military, law enforcement and otherwise. They do more than just hostage rescue, but that's their main focus. The FBI's SWAT units are (in this case) most likely the regional ones under the control of the FBI Counterterrorism Division. They're not on the same level as HRT, but they're still highly skilled professionals. The US Armed Forces cannot be deployed in an operational capacity on US soil except in times of extreme emergency. The National Guard is a different case, and can be seen responding to disasters and other crises, with the approval of the governor of the state where said crisis is happening. That's why US federal, state and local law enforcement are responsible for dealing with terrorism and other non-military threats on American soil. The FBI has dealt with terrorist cells, gangs, kidnappers, bank robbers and more. That skill and experience is why the FBI is featured with the other CT units in Siege.