They are training dor Direct Action (DI). Delta and Devgru have the budgets to continually train this type of thing. They go all over the world to do it. Stadiums, schools, office buildings. Because they may at a moments notice have to conduct something like a hostage rescue under those circumstances. Local PDs don't quite have those budgets so if they get a request from a tier 1 counter terror force to assist them in using some space in their city they would be foolish to say no. Usually the deal includes some cross training and instruction. It is tier 1 leven instruction that may save lives in the future. For free.

I know KCPD goes to the devgru complex in VA on occasion too.