"What they are doing is quite obviously legal right now. Federal law trumps state law and the feds have an opinion..."

Federal law does not categorically trump state law.

https://en.wikipedia.org/wiki/Federal_preemption

Whether pre-emption applies in this case depends on whether the courts accept Kalshi/Polymarket's claim that they operate a futures trading platform, not a gambling platform. If and only if that claim is accepted is there a pre-emption argument, and only then would the opinion of the Commodity Futures Trading Commission be relevant.