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