It's fairly common in antitrust. Section 16 of the Clayton Act [1] gives states power to bring federal antitrust suits on behalf of their residents, and states will often bring both federal antitrust claims and state antitrust/unfair and deceptive trade practices claims in the same suit, as the states here are doing. Incidentally, if you're interested in the surprisingly expansive role of state attorneys general, the National Association of Attorneys General has published a fascinating (though pricy) book that goes into the common powers of state AGs in more detail than anybody would want.[2] The website for James Tierney's State AGs course at Columbia also has a lot of interesting readings.[3]

[1] https://www.law.cornell.edu/uscode/text/15/15c [2] https://www.naag.org/publication/state-attorneys-general-pow... [3] https://www.stateag.org/syllabus-2020

>Section 16 of the Clayton Act [1] gives states power to bring federal antitrust suits on behalf of their residents

I think this is the key point I was looking for. There's a specific grant of authority here.

> Maybe this is a common thing but states trying to enforce federal law in federal court seems strange

Any inter-state action would be in federal court. Think about it for a minute ...

Sure, the question is more about "why can the states do this by themselves, without the DOJ signing on"

The "why can they" I can't really address, but the "why do they" is interesting: state AGs (including TX, who brought the suit) are occasionally directly elected positions, and hence tend to feel more political pressure than the federal DoJ. Another comment on this page has brought up the idea of the Chickenshit Club; feds only bring cases they know they will win to burnish their personal careers.