The "why can they" I can't really address, but the "why do they" is interesting: state AGs (including TX, who brought the suit) are occasionally directly elected positions, and hence tend to feel more political pressure than the federal DoJ. Another comment on this page has brought up the idea of the Chickenshit Club; feds only bring cases they know they will win to burnish their personal careers.
Any inter-state action would be in federal court. Think about it for a minute ...