Not necessarily -- if there's evidence of the disappearance being across state borders, FBI might get involved because that's now federal jurisdiction. Similarly, if it's someone of high profile, or involved with a high-profile organization, the local police might also choose to hand that over to the FBI to deal with since they can probably get better access.

In this case, this was a professor working on cryptography stuff, which if you will recall was infamously treated as munitions by the US govt for a long time. And he is likely either a naturalized citizen or greencard holder who was originally from China, so there's both an international and potentially geopolitical aspect to it. I suspect that if the local police were involved, they very quickly handed that off to the FBI. There aren't many police forces in the US equipped to deal with that nexus of factors.