So I mean, I guess it's not entirely inconceivable that the Winchesters aren't constantly facing down fed heat. (Okay, it's probably still inconceivable--work with me, here.)
The guy, Bismarck, was wanted for embezzling $6+ million and is suspected of having a hand in his wife's death (by housefire), the former of which apparently has a pretty steep penalty--over a thousand years in federal prison. I'm going to guess that the variety of crimes the Winchesters have racked up over the years far exceed's Bismarck's already impressive rap sheet (all of that insurance and credit fraud is probably about $6 million, and I think both Sam and Dean are more than suspected of killing more than one person, to say nothing of everything else), so you'd think the FBI would be more on top of this, but hey.
I've always sort of assumed that in SPN's America, the presence of unverified supernatural phenomena has historically acted to undermine the development of and control exerted by the state/police/federal government. Because with so many things not only outside of their control but also outside of their paradigm for existence, maybe it'd be harder for the US to develop in ways we're familiar with out here. (e.g. Salem eventually got over witches, but in SPN's world there'd be a whole lot less reason to get over something that actually did exist.)
A complication to this assumption, however, might be the real-world presence of cultures that do believe in the supernatural in much more commonplace, material ways than in the US, but have had no problem forming either successful systems of justice/governance or oppressive police/govt regimes--either way, this is unlike the SPN world, where the police just straight-up suck.
Maybe it has something to do with the fact that in spite of the fact that they live in a world literally running rampant with supernatural beings of all stripes, the average SPN world citizen doesn't seem to have any idea that that's the world they live in--so rather than exist as a culture that believes in the supernatural (and by extension also very much lives a world in which the supernatural is natural and exists), they exist in a world replete with the supernatural while also denying it, which leads, among other things, to the failure of their ability to deal with this world they live in--that is, this is why the police and the FBI suck so hard at their jobs in SPN world.
Of course, if that's the case, then it's possible you could extend this thinking and suggest that a society living in a supernatural world that denies the existence of the supernatural world is actually one subset (or fictive representation) of a class of societies that are defined at their heart by a commitment to denying the existence or importance of elements key to their being (race, class, gender, sexuality, ghosts & demons & shit, all things marked unspeakable and unspoken [Toni Morrison]). This denial becomes the major player in refusing a society security, flexibility, sustainability.
Not that we'd want to fall too hard on notions of symbolism, metaphor, or allegory here (i.e. demons:social demons, in a neat 1:1 ratio), because... well, that just doesn't seem interesting, really. Let's say they go hand in hand rather than in place of one another. Because who is anyone to decide whether ghosts don't exist in a world where there are race-, sex- etc. based crimes, and vice versa? For many (and this many comprises a lot of those populations who are already marginalized or vilified in our world), ghosts exist here, too.