This is a very significant difference and means that the EU is a consensual partnership between countries while the US is not. Still, if the US instituted a legal way for a member state to secede, I do not think it would be fair to call the US "only contracts between states"; I think it would be warranted to view the federal government as its own political entity which is more than just the sum of its member states.
Do you agree with my view of this hypothetical alternative US? If yes: what is the essential difference between that and the EU which makes one a political entity of its own right while the other is "just contracts between countries"? If no: why?