Simply put, each state has within its authority the creation of a state church.
That this is inconcevable in our current environment is manifest. However, it is not difficult to postulate a radical shift in societal attitudes that would encourage the establishment of traditional morality.
And when your state violates your Fourth Ammendment right to seize what you bought with your Second Ammendment right, imprisons you in violation of your Fifth and Sixth Ammendment rights and they use your home in violation of your Third Ammendment rights, will you still hold that your state is not subject to the Federal Bill of Rights?