A lot of controversial laws only really work below a national level. You can't turn things like the EPA over to the states because of how closely related many state resources are, an environmentally friendly state down river from a lax state can't do much. Federal taxes and how to spend them is fundamentally a federal issue.
There's also the larger question of what kind of nation we'd wind up with, for example take that same approach at any point in history and you wind up with a country that's much less inclusive to any sort of minorities.
Finally there's the problem that it's kind of hard for people to move between states below a certain income and education level so you get people stuck in a state that may not be interested in protecting or listening to them at all because they're not required for the political majority.
edit: On the issue of federal taxes it actually extends a lot deeper into the fundamental role of the (federal) government. In a totally hand wavey glossing over many different factions into 2 categories: Democrats see it as including a social safety net that redistributes the gains of the better off to ensure a base level of support for everyone. (I'm probably being very unfair to their internal view of things as an outsider but...) Republicans see that a unfair to those who've worked hard to get what they have and that if business were just left alone to use as the market demands things will balance out and everyone will wind up well off. If that decision were left to the states poorer states like South Carolina would have a fundamentally worse safety net (if any at all) further disadvantaging the poor there, so the only moral thing to do is have the federal government step in and redistribute things between the states.