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Thanks to all of you for all the answers yesterday. I apologise for being a nuisance. I am also sorry that I can't split the points as all the answers were really helpful 4 KudoZ points were awarded for this answer
Explanation: This expression "faire bon/mauvais ménage" means "get along well/badly", "hit it off well/badly". Your sentence thus means that the Law (or even Justice here)and the State to not get along well together, are not made for one another. Depending on the context, and you must ahve one somewhere, you can opt for another expression with the same meaning to respect the register of your original.
Where does the expresison come from?Ménage is a household, used to describe a couple, particularly whether or not they are getting on.
In your context, whether familiar or more strict, the following expression could also be used in GB English I like this one becasue it's very close to the idea of the French and oh so English :
"The Law and the State do not make (for) good bed partners".
I have seen this phrase used many a time by "good" newspapers in England.