MOO I think the FBI was brought in because Moscow PD doesn’t have a ton of experience with homicides, let alone a quadruple homicide. I believe MPD said only 2 of the 20+ federal agents working this case are with the BAU, so I don’t think they necessarily brought in the FBI BAU in particular, but rather the FBI chose to bring in agents with the BAU because the perpetrator is unknown.
The protocol for local jurisdictions would be to call in SBI to assist if needed, not the FBI. Calling in the FBI on top of the SBI is a whole other thing altogether. At that time they wouldn't have even had time to process the scene or consider suspects at all, let alone suspects close to the victims, so that tells me something else was seen that greatly concerned them, and immediately. Indeed, that the FBI BAU was requested and on scene so quickly is telling.