No, no more than the EU is a nation, the individual States are the sovereigns who have loaned power to a managing entity and can resend that power if they chose.
Sounds like you're alluding to (though still not grasping) a federated state.
Why do you think they call it the "federal government"?
The government is federal only in respect to those power SPECIFICALLY ENUMERATED
Resolved_, That the several States composing the United States of America, are not united on the principle of unlimited submission to their General Government; but that, by a compact under the style and title of a
Constitution for the United States, and of
amendments thereto, they constituted a
General Government for special purposes, -- delegated to that government certain definite powers, reserving, each State to itself, the residuary mass of right to their own self-government; and that whensoever the General Government assumes undelegated powers, its acts are unauthoritative, void, and of no force; that to this compact each State acceded as a State, and is an integral party, its co-States forming, as to itself, the other party: that the government created by this compact was not made the exclusive or final judge of the extent of the powers delegated to itself; since that would have made its discretion, and not the
Constitution, the measure of its powers; but that, as in all other cases of compact among powers having no common judge, each party has an equal right to judge for itself, as well of infractions as of the mode and measure of redress
.