And as the anon above you pointed out, the FBI works inside the US more so than the CIA. So FBI really does seem to be the best choice. :D

Hah! Too funny!

I suspect Hendricks spends a lot of his time facepalming at Harry and Marcone behind their backs. In fact, he's probably considering getting a second doctorate in psychology and using the two of them for his thesis. Because they provide so much material.