Effective policy needs to reflect local conditions, including geographic, economic, cultural, and demographic factors, which vary enormously when the population spans 5000 kilometers as is the case in the US. As a consequence, there is a long history of national policy adversely impacting or being ineffective in some large region of the US because the "one-size-fits-all" policy was poorly suited to local conditions. The US has struggled with this its entire history. Individual States have geography and populations that are more in line with European countries, hence why most policy is decided there.

You see this even with relatively boring policy, like setting a national speed limit for driving.

This does not imply that local policy is always effective in the US, the reality is that it varies widely depending on where you live in the US and must also operate within certain practical and legal constraints. There are also many perverse interactions between national policy and state policy.