I’m neither a cop nor a secret service agent, but I would expect that they cooperate to some degree at least on these events. Doesn’t even need to be much, just stand a cop with a radio next to an agent with a radio somewhere so they can immediately pass on information to each other and relay it to their respective colleagues. Armed shooter sighted on roof seems like a worthy bit of intel to wanna pass along.
If they don’t have the means to relay information to each other… that seems rather shortsighted on both sides.