It was the States that created the federal government in the first place. NOT allowing them the ability of nullification is like someone having a child and then letting the child run the parent.
It against the Laws of Nature. 'That which you create, you have a right to control' is a very old legal adage.
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Of course, the supremacy clause means that the Constitution is supreme, not necessarily that the federal government is supreme.
Which is also quite true.
The problem is that without nullification, the supremacy clause leads to the result of MAKING the federal government supreme, as the State cannot stop an unconstitutional act before it's implementation.
It is forced to drag the issue through the courts only to have it finally arbitrated by (you guessed it) the federal government itself.
In a nutshell, nullification is what was SUPPOSED to allow the States to keep the feds from rigging them system.
On the main point, the power of the Supreme Court to hold legislation unconstitutional, here is Hamilton, in Federalist No. 78:
" . . . Some perplexity respecting the rights of the courts to pronounce legislative acts void, because contrary to the Constitution, has arisen from an imagination that the doctrine would imply a superiority of the judiciary to the legislative power. It is urged that the authority which can declare the acts of another void, must necessarily be superior to the one whose acts may be declared void. As this doctrine is of great importance in all the American constitutions, a brief discussion of the ground on which it rests cannot be unacceptable. There is no position which depends on clearer principles, than that every act of a delegated authority, contrary to the tenor of the commission under which it is exercised, is void. No legislative act, therefore, contrary to the Constitution, can be valid. . . .
“If it be said that the legislative body are themselves the constitutional judges of their own powers, and that the construction they put upon them is conclusive upon the other departments, it may be answered, that this cannot be the natural presumption, where it is not to be collected from any particular provisions in the Constitution. It is not otherwise to be supposed, that the Constitution could intend to enable the representatives of the people to substitute their will to that of their constituents. It is far more rational to suppose, that the courts were designed to be an intermediate body between the people and the legislature, in order, among other things, to keep the latter within the limits assigned to their authority."