why do your states constantly behave as if they are sovereign nations?
Procedurally the US is closer to a EU style alliance of sovereign nations than a single one. Practically the federal government has long since overgrown it's constitutional role as the equivalent of the EU bodies but if you're looking at a US state and wondering why it's acting like a sovereign nation the answer is generally because it is one, on paper.
The 10th amendment is why: https://en.wikipedia.org/wiki/Tenth_Amendment_to_the_United_...
Assuming this is a sincere question from someone who doesn’t know US history:
States in the US were modeled after sovereign nations, perhaps even more loosely connected than the EU is today. They didn’t even share a currency.
Eventually the federal government became more important and powerful, and there are many federal laws now, but states are fundamentally still their own thing with the rights to do certain things that are more like a sovereign nation than a province.
The 10th amendment to the Constitution reads "The powers not delegated to the United States by the Constitution, nor prohibited by it to the States, are reserved to the States respectively, or to the people."