It’s not a law, but more of a rule enforced by the secret service. Ever since JFK the secret service has restricted the ability of the president to drive outside of private property. There was one time during Obama’s presidency when the secret service went into an immediate panic when decided to drive around the white house.

So I guess you technically could, it’s just an incredibly stupid thing to do. It’s an easy way to piss off the secret service and put your life at risk for no reason.