Papewaio,
what about Florida. Was an independing state, now gives soldiers for the US armiy without having any veto. Same in Germany (Bavaria was a state until 1871), I hope parts of Europe are coming to that.
They gave up their soveringnty to these nations and joined them thats why. Do you expect the whole world to join the UN and become one nation? In that case it wouldnt need an army but a huge police force.