States commonly have more internally aligned political goals and therefore can move quicker. It also has the benefit of allowing different states to experiment with different solutions and all states can learn from the results.
Lastly, inter-state mobility is much higher than inter-country and this will allow residents to congregate in a state that matches their political desires. E.g., if someone doesn't like the tax burden of states that provide more services then they can move to a state that provides fewer.