Americans are extremely patriotic, loyal to their country more than to their state (they move around a lot more than the British do). The horrors of secession - the Civil War - are still part of folk memory. Anyway, why be part of the fifth richest country in the world when you're already part of the richest?
That and the fact that the U.S. Government actually owns a great deal of the State (and many others as well) in the form of National Parks, Armed Forces bases, etc. The State receives millions in taxes from the Federal Governement for the maintenance of it's road systems and major airports. There's no denying that the citizens of the State generate a tremendous amount of wealth, but it is subsidized in some part by the other states...