They are rights that are protected from federal infringment and therefore retained by the People. Although the People retained these rights in the context of the federal government the states were free to do as they pleased.
The People were very pleased with the states that they lived in at the time of the ratification and had no reasons to want protection from them. The fear was the loss of these rights by a tyranical national government which is why the constitution is a check on federal powers, not state ones.
The rights are retained by the People on in the venue of the Federal government. The 14th changed this, however.
That, and the interstate system. In today's mobile society, states as a collection of like-minded people bounded by geography and terrain, plus the 17th amendment that broke state control in Congress, made the old concept of states meaningless.
-PJ