Because in theory you have more control over your state and (even more) your local authorities. This is a consequence of simple voting power theory - and extending the notion of 'control' beyond single votes to activism, letter-writing, pamphleteering, etc. (In practice it doesn't work that way because no one seems to care that much about the local authorities, probably because it's more exciting to keep people excited about people in power at higher levels).
Europe will come to understand that philosophy as it merges to become the EU. Already the EU is an overcomplicated mess where the dynamics of agency are unclear. It will get worse as the EU claims more power over the member states.
> Europe will come to understand that philosophy as it merges to become the EU
I'm not sure that is very likely. France for example is 65 million people, so around 1/5th of the US. That is not a very large difference, and that's twice the size of the largest US state.
With anywhere between 1 and 11 million inhabitants, French régions are actually close to US states, yet since 1789, there have been little will to delegate more power to the régions (or the smaller départements).
Some people like having a central government that ensures equality between all parts of the territory. On the other hand we might have more little overseas régions that might have a hard time fending for themselves if the central state didn't allocate more money to them without asking the other régions' opinion.
I'm not sure about your comparison. 315M is a lot closer to 500M than it is to 65M. And as far as land mass and GDP go, the US is bigger than the whole of Europe. The EU is newer and so it's hard to say if it will ever get the teeth the US federal government has, but it should be noted that State's Rights are enshrined in the US Constitution, so philosophically it's closer to the EU than to French régions. There no is question of delegating power to states, it's a question of states ceding power to the federal government.
Europe will come to understand that philosophy as it merges to become the EU. Already the EU is an overcomplicated mess where the dynamics of agency are unclear. It will get worse as the EU claims more power over the member states.