I am surprised no one has mentioned the "i" factor. In the nineteenth century (and the early twentieth century too, I think), the terms Virginians, Carolinians, Georgians, Alabamians, Mississippians, Kentuckians, Tennesseans (!?), Louisianians, Texians, Missourians, and Arkansians were used fairly commonly. In fact, if I remember correctly, the Alabama monument at Gettysburg has the word "Alabamians" carved on its base.

Note that in order to pronounce "Ar-KAN-sians" correctly you have to use the Ar-KAN-sas pronounciation.