But they weren't, despite your misinterpretation of Article 2 of the AoC&PU. There were certain sovereign powers that were denied to the states in that document. If the states are denied the sovereign powers of making war or peace, contracting treaties with other sovereign entities, etc., then they cannot claim the full range of sovereign powers. Art. 2 is made in reference to their "internal" sovereignty - that is to say, other states could not interfere in their own internal affairs.
I'm guessing that internal sovereignty would include the right to peacefully remain in the Union without concern the other states would try to remove, restrict, or otherwise encroach on her territory.