Because people who kill once don't plot out the various intricacies of their murders. Serial killers have a pattern, their method they like to use. That's how I interpreted it.
Sure, notable serial killers have patterns and impulses they carry out, but typically that doesn't translate to turning every victim into an installation at the Tate Modern. Every serial killer in this show is a craftsman of the highest order. What happened to abducting an impressionable teen, killing them, humping the corpse and eating a little raw liver? I mean, even Buffalo Bill looks like a caveman compared to the renaissance psychopaths they dream up on this show.
it's not a problem with the show, it's just something that makes it more amusing than genuinely scary.
Local cops deal with those guys. I think the show is showing more elaborate ones, as they would require the expertise of the different areas of the FBI.