Both parties do this. For instance, Republicans are generally the party of "states' rights", but Democrats are jumping up and down about how the federal government shouldn't overrule the rights of liberal states now. Things like the fighting the FCC trying to prohibit states from making their own net neutrality rules, or legalizing marijuana, which is still technically illegal nationwide according to the federal government.
Generally, if you run the federal government, you don't want states objecting to your agenda. And if the opposition is running the federal government, you insist on your right to do things at the state level.
Watching Democrats and Republicans make the exact same arguments depending on whose in power is absolutely hilarious, and it leads to great soundbites, like those of Trump and McConnell talking about what the President should and shouldn't do... depending who the President is.