How is that different from nation-states? It's an accident of history that some Karelians became Finns while others didn't. It's an accident that Finns and Estonians exist as separate nations. It's an accident that Savonians and Tavastians became Finns but Kvens and Tornedalians didn't. It's an accident that Izhorians, Livonians, Votes, Ludians, and Vepsians were assimilated by non-Finnic peoples. It's an accident that Finns exist as a nation instead of becoming Swedes or Russians.

Administrative borders shape how national identities evolve and endure. And when long-distance communication and travel became easier in the 1800s, administrative borders shaped the new wider national identities.

I agree that accidents of history led us to where we are now. The four parts of the UK are regarded as nations in a loose sense, but not as nation-states.

The same way the rest of the world most of the time considers the US as a whole -- yet this does not make the individual states disappear.

Exactly. The "countries" of the UK are in some ways more like the US states. Each very much real with their own identity, traditions, systems of devolved government etc. Just not countries.