It is not the duty of any state or local law-enforcement agency to do the job of any federal agency.  Federal agencies may request assistance, but it is at the agency's request, and it always remains the primary enforcer.  In the case if immigrants, the city only has to hold them for a specified period, after which, they must be released.  Do you think, in this country, that any law-enforcement agency can just round people up and detain them indefinitely?  This isn't Russia or North Korea.