They signed the Constitution, their citizens are citizens of the United States not their individual state
If I no longer want to be a citizen, I can move to another country. That's not illegal. Why would it be illegal for me to declare that I am a citizen of Arkansas and not the United States if, for instance, Arkansas were to secede?
But I like how you are focusing on this part of my post and ignoring the big picture I was presenting. We, as a society, would function better under several smaller governments than a single government. You want to force the conservatives to live under your ideals, they want to force you to live under their ideals. Why can't we let the ideals rules in the areas where they are predominant, and people can choose to live wherever they find their ideals best matched?