The reason why Congress explicitly has sovereign powers over DC is that the founders feared that if the federal government was located in any state, that state could in essence hold the government hostage.
It's the same reason that you can't arrest a legislator for anything said or written in Congress, or impede a legislator for anything except a serious matter (felony, treason, breach of peace) in going to or from session.
The exact provision is in Article I, Section 8 (Legislative powers):
https://www.law.cornell.edu/constitution/articlei
To exercise exclusive legislation in all cases whatsoever, over such District (not exceeding ten miles square) as may, by cession of particular states, and the acceptance of Congress, become the seat of the government of the United States, and to exercise like authority over all places purchased by the consent of the legislature of the state in which the same shall be, for the erection of forts, magazines, arsenals, dockyards, and other needful buildings;--And
Stop and think for a minute about why they thought this was necessary. If Congress were located in a sovereign state with its own legislature and executive, that state government would basically be able to hold Congress hostage by taxing and surrounding.
Think about Christie and Bridgegate, and now imagine that surrounding Congress.
You are a nice and intelligent person - don't let this election drive you nuts. There will be plenty more, and our chief honcho taking office in January is such an abrasive personality that even his own voters don't like him. They just wanted a change.
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