The other half of the question is why your state allegiance comes before your national one.
In my case, my ties to North Carolina are fairly tenuous. By and large I disagree with most of my fellow NCians on social and political issues as do most people who live in the urban parts of this state. I've moved around quite a bit, including living in all of the states you have except AZ, CA, but adding a few states in New England.
Perhaps moving, plus politics, plus time in the military, plus living amidst Republicans has led to this result, but I definitely consider myself an American first.
Under a government which imprisons any unjustly, the true place for a just man is also in prison. Thoreau: Civil Disobedience (1846)
The apathy of the people is enough to make every statue leap from its pedestal and hasten the resurrection of the dead. William Lloyd Garrison.
If there is no struggle, there is no progress. Those who profess to favor freedom, and deprecate agitation, are men who want crops without plowing up the ground, they want rain without thunder and lightning. Frederick Douglass