Austria did not exist a nation state before 1918, it was a piece of the Habsburg monarchy/empire. After the empire got split up, it was clear for the populace that it could not survive on its own, surrounded by former "colonies" and under threat from Russia, Italy and others.

But then you have the rise of Adolf Hitler - an Austrian from Upper Austria - in Germany, focusing on race and heritage.

Add civil war in 1934, austro-fascism under Dollfuss (https://en.wikipedia.org/wiki/Engelbert_Dollfuss) - quite a time. Dollfuss tried to ban the Nazis, got murdered, fini.

Keep also in mind that even the German nation state was net new, before that it was Prussia plus a lot of smaller "states". Austria had less business of being a nation than Bavaria.

1945 saw Austria being separated out again, 1955 forced movement into a neutral statehood. At all times it was closely coupled to Western-Germany, as exemplified by tieing the national currency (Schilling) to the German D-Mark.

To this day you have a strong element of German-Nationalism within the far-right movement in Austria. Late populist Jörg Haider of the Freedom Party went on record calling Austria a ideological miscarriage in 1988.