Many of the ones commonly considered to be “law enforcement agencies” per se are listed at https://en.wikipedia.org/wiki/Federal_law_enforcement_in_the... but there are many other federal agencies which might also be considered “law enforcement” under a broader interpretation of that term.
Different agencies have different focus, different mandate, different institutional powers, etc.
Arguably the functions established for the CFPB to perform could be undertaken by some other institution. But the point of the legislation and its implementation (which Warren and others worked very carefully on) was creating a semi-autonomous institution solely focused on consumer financial protection.
During the Obama years the CFPB was pretty effective, despite unified and extreme opposition from GOP politicians. (Its effectiveness explains why some folks were eager to see it defanged.)
This is a straw man. Nobody thinks this.
> but we don't need a "domestic violence bureau"
There are several federal institutions which deal with domestic violence (alongside additional state and local ones). For example the National Resource Center on Domestic Violence, which is part of the Department of Health and Human Services, and has the mandate to “understand, respond to, and prevent” domestic violence.
The FBI can also investigate specific domestic violence crimes, but my impression is that it is not their highest priority.
Domestic violence is a huge problem and is famously underreported, underinvestigated, and underprosecuted. Probably not the best example you might pick; arguably having additional government agencies with the power to do something about domestic violence might make a positive difference. (Disclaimer: I know very little about this subject.)
OTOH, most corporate crimes do cross state boundaries and thus are within the jurisdiction of both state and federal authorities.
With respect to cigarettes, the product itself doesn't kill people. There are people that live for decades smoking multiple times a day. The secondary effects kill many people, but there isn't a sufficiently strong correlation to ban cigarettes outright.
Now, the question is, why don't these agencies enforce the same laws against corporations? That's the premise of my initial comment, which you also misunderstood.