Because no State ever understood the federal Constitution to create "One Nation", and because, thankfully, federalism is finally entering the public discourse, here is a little Madison from Federalist 39,
The act, therefore, establishing the constitution, will not be a national, but a federal act.
That it will be a federal, and not a national act, as these terms are understood by the objectors, the act of the people, as forming so many independent states, not as forming one aggregate nation, is obvious from this single consideration, that it is to result neither from the decision of a majority of the people of the union, nor from that of a majority of the states.
It must result from the unanimous assent of the several states that are parties to it, differing no otherwise from their ordinary assent than in its being expressed, not by the legislative authority, but by that of the people themselves.