While I agree with most of what you said, I think you are underestimating the huge cultural differences between NJ, CA, and TX. They very much feel like entirely different countries. Very big differences in culture, linguistics, religion, etc.

USA -> States is very similar to EU -> member countries. I understand that within the EU, member countries have their own concept of “states” that are very similar to the US, but I don’t believe most EU countries prioritize local regions over their country as much as the US does. Keep in mind, Europe as a whole is only slightly bigger than the USA (10m sq k vs 9m sq k)

For instance, someone from Texas self-identifies as a Texan first, and then an American second. It’s why one of the first things an American asks when meeting a new American is “where are you from”. The state they’re from will (usually but not always) tell you a lot about them, their priorities, what their culture is, etc.

Personally I think it’s stupid (I’m not a big fan of “states rights”), but I’m very much in the minority in that.