Navy and Marines are wet soldiers. They fight and surveil and generally do war stuff. Coasties are wet cops. They chase smugglers, they help Fish and Wildlife enforce poaching laws, they enforce maritime traffic law in harbors, and they do search and rescue when people get in trouble at sea (or the Great Lakes!)
Let’s say that two ships are coming into the same port and they run into each other and start sinking, and there’s Navy and Coastie ships in range to rescue people. The Navy can participate in rescuing people, but only the Coasties can decide which ship was at fault and fine or arrest the helmsman.
Sailing has a strong culture of civilian search and rescue because the ocean (or the Great Lakes!) kills people too fast to wait for the pros, so the Coasties end up interacting with civilian vessels a lot in the course of coordinating search and rescue. They’re basically allowed to boss you around in a situation like the shipwreck example above.
…Tldr: The Coast Guard fights a war against idiots in boats.
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