I grant you that they are different forms of federal republic, but the point that California is not a country stays the same.
I don't care what kind of power the federal government of the United States has or doesn't have. That is a problem for the US to figure out for themselves.
I don't think that when people compare European nations to the US that they are speaking about the US federal government specifically or imply anything about the power of the US federal government. What is more likely is that they are asking why the people of the USA have not archived what people of other countries take for granted. The fact that this would have to be archived via state or federal government is a detail at best.