ICE and CBP personnel in Minneapolis outnumber state and local police in Minneapolis. It's a bit more complicated than just "arrest ICE and shoot them if they resist."
It would also be the literal start to the second american civil war. Everything so far has been leading up to it, but that would ignite the powder keg. Unless the state guard is ready to defend against a DoD invasion, lighting the keg in an official capacity is inadvisable. Maga is drooling at the mouth for public executions.
The longer we can delay full-on civil war, the better. tRump & co want things to accelerate as fast as possible. Don't give them what they want.
And before you say "we're already at war," this is not what war looks like. Not even close. Don't exaggerate, or else you might learn all too soon what a real war looks like.