It's the other way around; the presidential pardoning power is limited to federal offenses.

What I found significant here is that Trump (yesterday) and/or the Whitehouse stated that Elon Musk does not work for Doge and has no authority over it at all, that Elon Musk has no authority regarding anything and is solely an advisor to the president.

Of course, in practical terms "in the field" this is obviously not the case. But I wouldn't be surprised if it was Elon's ego that triggered this: that at the end of the day needing a pardon would be an insult and would bruise his ego so he wants to prevent any pathway for him to be charged with a crime. I'm not a lawyer, so I don't know if the Doge "interns" would need one regardless.