That's not the point, but even if it was, you could also say something like going from Kiryas Joel to New York City is as big of a "shock" as going from Idaho to Australia, even though these two places are in the same state and 30km away. Yeah the U.S is big and varied, but that doesn't mean that the political and societal structures are approximately the same as the EU.

It's probably because before the United States existed, they were separate states. Then they became a confederacy (twice). There's also the open ended clause where Texas thinks they can secede if they want to.

> It's probably because before the United States existed, they were separate states.

The same is true of Canada's provinces and Australia's states – before (con)federation, they were separate British colonies. The big difference between Australia/Canada and the US, is the American colonies rebelled first, and then federated after they had won their independence. The Australian and Canadian colonies federated (with the approval of London) into "dominions", which were more than mere colonies but rather semi-independent parts of the British Empire. (London's power over the dominions gradually declined over the decades to the point that it recognised them as fully independent countries, although neither Canada nor Australia was fully independent at the moment of their respective federations.)

(Australians call it "Federation" and Canadians call it "Confederation" but it is the same thing. Canadian confederation never produced a Confederation in the sense that the American Articles of Confederation or the Confederate States of America were.)

Also, even before the now-independent American colonies formed themselves into a federation, they already viewed themselves as a distinct nation. There was never really any point that New Yorkers (for instance) viewed themselves as New Yorkers rather than Americans or British or British North Americans. American states never functioned as national identities. (Even cases like independent Vermont and independent Texas, they saw largely themselves as Americans waiting to be allowed into the United States, there was never really any independent Texan nationalism or Vermont nationalism.) Prior to the American revolution, there was no difference between Americans and English-speaking Canadians – they all saw themselves as British North Americans. It was only after the American revolution that English-speaking Canadians stopped identifying with the label "American" and began to identify it with the other country to the south instead. The American revolution was really the formative event which split Anglophone Canada and the United States into separate national identities.

> There's also the open ended clause where Texas thinks they can secede if they want to.

Texas tried to secede as part of the Confederacy, and the attempt was crushed. Whatever rights of secession some Texans claim exist on paper certainly don't exist in practice.

There are some big differences between American states, yes. (I myself have been to a few, not Idaho though.)

But there are even bigger differences between Indian states. All American states share a common majority language (English). By contrast, in India, different states speak different languages, even completely unrelated ones (Indo-European vs Dravidian). Yet I've never heard an Indian compare countries to Indian states.

There is also a fair amount of diversity within Australia, even within the same state. Sydney is a buzzing worldly metropolis of over 5 million people, at the capital of the state of New South Wales. 1187 km northwest, but still in New South Wales, is the tiny town of Tibooburra, population 134, which I actually visited once with my parents when I was a teenager in the 1990s. I think the difference between Tibooburra and Sydney is at least as big as the difference between Idaho and New York.