The local police do not report to the PM. It is that simple.

Your local cops don't report to the president.

The RCMP don't have jurisdiction in Ottawa. You said it yourself, it's the federal government and it's not the same as the municipal government.

Additionally regardless of formal "powers", no legitimate leader in any democratic govt wants to be seen "giving orders" to police forces -- that's entirely outside of democratic norms.

The federal govt sets standards and expectations and framework for the RCMP. It should not, and does not (hopefully), tell them what to do on specific case files.