Dunno if your geographic size argument holds much water. Australia is about the same size as the continental US, but we always get lumped in as one entity. Canada appears to get the same treatment.
As I understand it the US states also have more legal autonomy and thus a lot wider divergence in local laws and policies compared to the internal divisions of most other countries (but I’m not an expert on that).
But my point was mostly psychology… whether they ought to or not, most Americans think of the state they live in as an important distinction, while my experience is that in most other countries that isn’t seen as very important.