I suspect they're worried that they can't make the case. There's robust precedent for both LEO immunity in general and for federal immunity when working within their authority within a state. If they had any documentation that they thought there was an immigration issue, they might get off.
How much precedent did Nuremberg require?
Start with the KKKSC6. Precedent doesn't mean anything to them. They use it and abuse it at will as long as they profit and it benefits the payers agendas.
No there isn’t. The “we were just following orders” defense was rejected at Nuremberg