Read the preamble to the Constitution.
We the People of the United States, in Order to form a more perfect Union, establish Justice, insure domestic Tranquility, provide for the common defence, 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.
The People ordained and established the Constitution, not the States, which both grants powers to the federal government, and removes powers from the states. It restricts both in the exercise of their powers, which are strictly limited in the case of the Federal government, more general in the case of the states.
Even the preamble to the BoR that you cite talks about the Conventions of the states, not the states themselves. The Conventions represented the people of the states, not the states as governmental entitities.
Explicitly, in Article 1, Section 8. Not the Bill of Rights. Which was not part of the original Constitution, BTW.