Well apparently they did and sent it out to various agencies. From your link.
In the press conference Tuesday, head of the FBI Washington Field Office Steven D’Antuono said the Jan. 5 intelligence document was share with all law enforcement partners, including U.S. Capitol Police, the U.S. Park Police, D.C. police, and other federal and local agencies.
Sorry I don't think the FBI nor Wray is the bad guy you would like to paint them as.
DC was handcuffed by the Pentagon in their request for NG troops to assist so imo it appears that Trump and his cronies left the Capitol police out to dry.