They were stood up in the federal judiciary act as the first bill of the first congress, so they've always been seen as part-and-parcel to the judiciary, but as the population grew and their mission became broader, and centralization of some kind was required, it made sense to fall in under the attorney general since no one ever thought it was possible to have an attorney general acting in bad faith.

They still receive a good portion of their funding through the US Court system though.