Prior to forming their compact, the states were sovereign independent nation-states. They all recognized each others sovereignty and independence, as evidenced by the language in the articles of confederation.
The constitution, like the articles before it, represents a voluntary compact among the states who joined. No state ever declared that they were relinquishing their sovereignty or their right to leave the union. In fact, several states made a point of expressly stating that they retained the right to leave if they wished.
These are the facts. If you can show me where any of the states relinquished their sovereignty, please do so.