There are two classes of citizen. One rightfully called citizen and the other also called citizen but should be called subject. 40 Cal 311, People v. De La Guerra will confirm this. It was when I read a citiation from this case that my view changed.
I disagree that the term "the security of a free state" refers only to the states of the union. Our nation has a "Secretary of State" who represents the interests of our nation when it must speak with one voice.
As an example, the United States of Mexico lacks a protected "right of the people to keep and bear arms", it lacks a "well-regulated Militia", and it suffers from vice and corruption which renders it insecure, as indicated by the violence just south of the border. The Second Amendment militia clause is a general statement of the need for a militia, not a reference to specific militias.