And yet they did. I don’t know that they hated and feared each other more than the British, but they certainly valued their independence (this did not make them independent). The argument of states’ rights vs the power of the federal government continues until today. The irony is that most of the powers of the federal government and the strong central government that we have today, derives almost entirely from the Supreme Court interpretation of the interstate commerce clause in a way which had to of been completely unforeseen by the founding fathers.
None of this changes the fact that the original thirteen states came together to form a single government with the power to declare and wage war, negotiate treaties, raise taxes, raise armies, pass laws, settle border disputes, etc. The Continental Congress was replaced with the Confederation Congress which was the governing body of the United States from 1781 to 1789. When it was clear that the Articles of Confederation wasn’t working, the 13 states agreed to re-write a new Constitution (which only required 9 of 13 states to ratify it for it to become law). And here we are.