The states cannot be compared to the administrational units within most countries, which are what most people do. Such a unit can have had more than 1000 years of history, switched both state and nationality and been an independent nation several times, so they certainly have a richer and more varied backround than a US state. They aren't some arbitary idea formed by the state.
Rather, USA was formed by having the states agreeing into a union, where you have some matters on a federal level and the rest at state level (as the EU). With time, that state level has declined into something between a region and a state. Being comparably homogenous, that process is much easier than any similar process in the EU.
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