Therein lies the problem. You see yourself as an American citizen, giving your allegiance to the federal government instead of your State; this is much like a German/Frenchman/Englishman giving his allegiance to the EU rather than his country.
Not even remotely comparable. My father served in the United States Army in WWII. My brother served in the United States Air Force in Viet Nam. I served in the United States Navy during peacetime. We are or were as the case may be, Americans.
One must emigrate from Germany to France. It's quite a process that involves dissolving prior allegiances and swearing to new ones, with a host of other legalities and responsibilities thrown in just because.
To get from South Carolina to Colorado (as my father did in 1946) required a bus ticket and $50 in his pocket. He never even actually applied for a driver's license until the 50's. Things were much rougher for me moving from Colorado to Texas in the 1990's. Horrors, I had 90 days to get a new driver's license.
It's not 1820 anymore. Currently my immediate family, counting only siblings and children are in Colorado, Arkansas, Louisiana, and Texas. Looking ahead 10 years, only my wife and I plan on residing in the same state. It's a mobile American population, and state citizenship means little. That's just a fact of the 21st century. Love it or hate it, it's a fact.