On the other hand, if the U.S. Constitution extends to the states, why bother having state constitutions at all? There was a time when "fairness" was viewed as allowing the people of each state to be free to govern themselves. That all changed in 1865.
There was also a time when each state had its own militia. The state militias were made up of virtually all able-bodied men, many of whom were required to serve a number of years in the militia, and the right to keep and bear arms was a big part of that. Of course, that isn't to say that the right to keep and bears arms should be limited to militias. It was assumed that everyone would have a weapon and would lend their services in the event of an attack.
Too bad these State Defense Forces aren't turned into the force they should be! Many people would gain a whole new perspective on the RKBA!
Clearly some parts of the federal Constitution apply to the states. The question is "which ones?". The 14th amendment applies to the states by it's very terms. "no state shall" for example. What is it that "No state shall" do? Violate the "priveleges and immunities of Citizens of the United States", defining them as "All persons born or naturalized in the United States, and subject to the jurisdiction thereof" What are the "priveleges and immunities"? The amendment does not say, but it's author/sponsor Senator Bingham stated explicity, in March, 1871, that the Fourteenth Amendment was designed to apply the Bill of Rights to the states. Noting that the first eight amendments "chiefly defined" the privileges and immunities of U.S. citizenship, Bingham stated, "These eight articles I have shown never were limitations upon the power of the States, until made so by the fourteenth amendment."
As to why have state Constitutions if the federal one applies to the states, it had already been observed that the states are free to explicitly protect more rights than the federal Constitution explicity protects. They also have a need to detail those powers not prohibited to them by the federal Constitution. Most of the Federal Constitution is a blueprint for the operation of the federal government, laying out both it's organization and the powers of its 3 branches. Those parts obviously do not apply to the state governmetns, the people of the states are free to organize their government as they see fit, for the most part. For example Nebraska has a Unicameral legislature, a practice that other states should, IMHO, take up, not a separate House and Senate, as do the federal and the other state governments.
By state law, most if not all, still do. The definition of who is in the militia varies from state to state, and from that defined by Federal Law. For example federal law states all males, 18-45 IIRC, and females who are members of the National Guard, plus older National Guard members, while Texas defines it as all adults, of both sexes, 18-65 IIRC, save a few government officials.