FBI and CIA do not cooporate that well to begin with.
http://tvtropes.org/pmwiki/pmwiki.php/Main/CIAEvilFBIGood
There're rivalry between them, in fiction and real life.
Why wouldn't Gosho just bring one?. He did bring only FBI first, but CIA involvement was necessary to the KIr arc. Conan and FBI must not know Kir is an agent, But they will if she is a FBI.