The colonies never were independent sovereign states making treaties with foreign powers or exercising self-government. The Declaration of Independence was made by the First Continental Congress and the war prosecuted by a Continental Army. Most of the original colonies didn't even set up state governments until after the Declaration of Independence, making the national government predate the majority of state governments.

Even the Articles of Confederation, drawn up by a committee of the Second Continental Congress at a time when people strongly feared a central government NEVER granted more than a limited role to the states. States could not create their own foreign policy, form their own armies and navies, coin their money, set qualifications for citizenship, or run their own post office. They could not refuse to join in any war or agree to any treaty that a majority of other states wanted to support, they could not refuse rulings from another state's jurisdiction, and they could not secede from the Confederacy (described by its founders as a "perpetual union") without the approval of all twelve of the other states. So we see that unilateral seceesion has never been a "States Right" at any time.