Yes and no. The Pope – the Bishop of Rome, supreme legislator of canon law whose authority is superior to all other bishops – gave them the faculties to hear confessions, by his own words, beyond the jubilee Year of Mercy. They don’t have to ask the local bishop because the Pope has already given it to them.
Not quite. Even the FSSP must have faculties granted to them by the local Ordinary to hear confessions, and their canonical status is most definitely not irregular. Dioscean priests must also ask for faculties when ministering in a diocese outside of their own. It may be different though for say, priests in a religious order like the Dominicans, but the FSSP and SSPX are not religious orders.
EDIT: Here’s an article over the subject of priestly faculties written by a canon lawyer:
It seems I’m a little bit mistaken. Diocesan priests can hear confessions in other dioceses, however, if the bishop of that diocese forbids them, then they may not. Here’s the fascinating part: being a priest by itself not only does not necessarily make the confession licit, but it also does not necessarily make it valid either. Such is the importance of being granted faculties. It should be noted, though, in that article it states that all priests have the faculty to hear the confession of someone dying.
You learn something new every day!