Jimmy was only relaying the situation at the scene to the command center over the phone. Unless Watson himself gave orders on site, no one else could direct Jimmy. So handling the current shooting incident wasn't really an issue for him; at most, it might just unsettle their minds a bit, making them less focused while working on his behalf.
The NYPD and ambulances arrived very quickly. The Anti-Terrorism Bureau didn't completely ignore Jimmy's requests just because the incident wasn't their concern. As a temporary commander designated by Watson, they were very clearly very cooperative with Jimmy's instructions.
Jimmy showed his badge and asked them to stay and deal with the scene. He then contacted security to stop the elevator, waiting for the NYPD forensic team to gather the shooter-related information from inside. Jimmy followed the security personnel to the building's monitor room to access the elevator's CCTV footage.
