Sure, the FBI can legally hack anywhere in the world in the same sense that Russians can hack anywhere outside Russia: it's legal in their host country.

But if a Russian hacker leaves Russia, or if a FBI hacker leaves the US, they can be prosecuted for those hacks. That's not what most people expect as the outcome of a "legal" action.

I think "government sanctioned" is the word we usually use for these cases, not "legal".