Without support from a law enforcement agency with actual arrest powers, marching around like toy soldiers is all they can do. A detachment of National Guardsmen "arrest" someone, take them to the ground, zip-tie their wrists. Now what? Every step after this involves cooperation with a prosecutor --- unless a federal crime is charged, a local prosecutor. They're doing this to freak you out, not because the National Guard can actually do any policing. Policing is as much about logistics and procedural infrastructure as it is about patrol.
Freaking people out is the goal of many military deployments! The point of a presence patrol isn’t typically that you want to shoot the locals; the ideal scenario is that they acknowledge you could shoot them if you wanted and submit to your authority. If you don’t want the Mississippi national guard taking over your city hall to declare Trump the winner of the 2028 election, you’d better start denying their authority to operate in your city now.