US states are not sovereign states in the same sense that the US or Germany or Japan are sovereign states. To say a state is sovereign is to say there's no higher legal authority. US states are not sovereign in that sense, and never have been. The US Constitution is the law of the land, and so too is federal law. That was established in the Constitution and through many court cases in subsequent years.

States first tried to nullify federal law during Andrew Jackson's administration. He squashed them, and he's been upheld in courts ever since.