The USA is a ... UNION ... not a ... NATION
In the last paragraph of the US Declaration of Independence, the 13 Colonies declared themselves to be 13 free and independent STATES who were henceforth independent of the STATE of Great Britain. Note that for our Founders, STATE = NATION.
Moreover, our Constitution creates "The United STATES of America." For our Founders, this was equivalent to creating "The United NATIONS of America" or "The American UNION."
Therefore, based on our Constitution, the USA is presently a UNION of 50 NATIONS just like the European UNION (EU) is a UNION of 27 NATIONS.
For instance, it follows that the USA does NOT have a "NATIONAL Anthem." The song "The Star Spangled Banner" should be called the official anthem of the USA (our UNION of 50 NATIONS), just as Beethoven's "Ode to Joy" is the official anthem of the EU.
Finally, notice that we do correctly call the President's speech to Congress each January, the President's "State of the UNION Address" because our Founders put this correct terminology in the Constitution. The Constitution requires the President to "... give to Congress information on the state of the UNION" and NOT on the state of the NATION.