Why do shield laws exist in individual states but not at the federal level?

A shield law provides statutory protection for the “reporters' privilege” â€" legal rules which protect journalists against the government requiring them to reveal confidential sources or other information ... Some states have statutes, known as “shield laws,” and some provide the protection through case law. Some states have statutes, known as “shield laws,” and some provide the protection through case law. But, there is no federal law to protect journalists from revealing their confidential sources.