Being a sheriff is using the political method. It is not a thing created by the market via price signals. A state agency does not spring into existence, scale up or down in size, or go bankrupt and cease to exist based on market demand. Being a politician in the executive branch is brandishing the edge of the knife of statism. A legislator can vote no, opt out, or decry all the actions of the state. A politician in the executive branch in control of state gun wielders has more of a challenge.
On another side of opinion, the traditional side, there is the fact that the sheriff was the only law enforcement function at the inception of the U.S. It was a common-law tradition inherited from England. If historical precedent means anything, then the office of the sheriff is more legitimate than the Johnny-Come-Lately three-letter federal agencies that sprang into existence in the 20th century (think FBI, ATF, DEA) and the city "police departments" that were invented in the late 1800s. And, of course, sheriffs are the only law enforcement officials that are elected by the people as opposed to appointed—which suggests there may be some mechanism for accountability if they stomp on the people.