Tell me, what kind of idiots would elect a government that had more power over them than then the founding states themselves? The idiots who agreed to Article VI, Clause 2:
This Constitution, and the Laws of the United States which shall be made in Pursuance thereof; and all Treaties made, or which shall be made, under the Authority of the United States, shall be the supreme Law of the Land; and the Judges in every State shall be bound thereby, any Thing in the Constitution or Laws of any State to the Contrary notwithstanding.
The key is "under the Authority of the United States". The United States, meaning the national government, has no authority not explicity granted by the Constitution. But there is no explicit power granted to the national government to prevent a state from seceding, nor any prohibition on a state doing so.