"Why do we let these arguments have force at the national level but ignore them at subnational and supernational levels?"
Because nations already exist and are they are accepted. Sometimes their borders are accepted too.
Around 2015 I had a conversation with a Slovenian who told me that if I didn't like the new population density in my city then I could move to Wales.
It's unlikely that I would be allowed to build a wall around Worcester or that London would be allowed to create a high tech system for identifying, catching and repatriating northerners. (Although a Chinese-style social credit system might work.)
Why do we let these arguments have force at the national level but ignore them at subnational and supernational levels?