The Agent Of Year Zero - S4-E14
Revealing mistake: During the scene when Mr. Lyle is talking to the General (butcher character), his glove that he wears on his hand is removed to make a point about his thumb having been cut off. In the next shot, we see Mr. Lyle walking around the desk and putting his glove back on, and you can see his thumb folded under his hand as if the actor was trying to hide it and did not realize it could been seen from the camera angle.
Chosen answer: Well, there ARE people at the Center he wants to protect: Ms. Parker, Sydney, and Broots. Plus, people with influence like the Triumvirate has could stymie any investigation. And telling the FBI would necessitate revealing who and what he is to them, and he might be afraid that the Federal government would treat him as a guinea pig/resource like the Center did. Presumably, when the Center sends out Sweepers, they're "disguised" as law enforcement officials, with official-enough looking credentials to fool the casual onlooker. And just because the Center might have influence in government doesn't mean they necessarily have actual agents present everywhere. Perhaps Jared, in his Pretends, has made sure he's "under the radar." Besides, Jared doesn't KNOW how far up Center influence goes - after all, he wouldn't still be searching for "the truth" if he knew everything about the Center and its influence, would he?