"Exactly like that, actually. I used to work for the FBI." Don't ask why he doesn't anymore. Moving on! "John Douglas is an interesting guy. My mother tried to encourage me to do law instead of joining the FBI, but I didn't listen to her."

This is what he's meant to do, to actually go out and get these killers, not sit behind a table in a court room. He wants to learn how they think, and that comes from interacting with them. A prosecutor doesn't get to do that.