If I am not mistaken, the state-centric view taken by the founders was to afford the people a vote-by-shoe-leather system. It literally was: "if you don't like it here, leave" but without the bile.

Also, as was mentioned elsewhere in this thread, in order for your interests to "win" in a federally-scoped election, you have to convince a ton more people, who [as members of other states, natch] quite possibly have a very different life situation than you do. In order for your interests to prevail in a state-scoped election, you only have to convince a smaller set of voters who are very likely in your same situation.