That's the point, nowhere is the Union mentioned in the Constitution. Nowhere. Because it is not mentioned and because no power is given over it to the Federal Government, the right does NOT exist.
The Federal Government legally has no Sovereignty above and beyond what the constitution gives it.
The only power it has is that which it has taken by force.
The entire reason the Constitution was written was to strengthen the Union and reduce the power of the states. Since the Union was already declared perpetual under the Articles and the CC was called to strengthen that Union what kind of sense would it make to allow secession when that would fly in the face of the intent of the rewriting in the first place?
Our Union would hardly have been made "more perfect" by weakening it by allowing secession.
No where in the Constitution is a separate military branch called an Air Force mentioned. The Constitution allows for the funding of an army and a navy, but because an Air Force is not mentioned therefore Congress has no authority to fund it. The air force is an illegal organization. Right?
We the People of the United States, in Order to form a more perfect Union, establish Justice, insure domestic Tranquility, provide for the common defense, promote the general Welfare, and secure the Blessings of Liberty to ourselves and our Posterity, do ordain and establish this Constitution for the United States of America.
Have you ever actually READ The Constitution?