In the 1980s federal law was changed such that asset forfeitures could be put into the US Treasury's general fund. That was quickly changed back a few years later. My suspicion is that the Feds allow the states and agencies to keep it, as a cooperation enticement. It helped make for happy allies in the war on drugs and kept everyone on the same page. Bribe money, basically. If you don't want them to fight against (or ignore enforcement) the war on drugs as a concept, give them an economic incentive to cooperate. The sums used to be far more trivial (prior to the last decade), so the US Treasury likely didn't miss it.