Simply put it was because the colonies were separate entities that banded together to form a country and the southern colonies preferred a confederation similar to how the colonies were rather than a federalized country. The northern colonies preferred a federalized country, mostly.

They tried the confederacy for about 10 years and it didn't work so they created the Constitution and a federal republic. The South has ever since been trying to create a confederacy once through war and now through laws weakening the federal government. The Constitution is a compromise of those ideals.

I personally think the Federal government should have the majority of the power that they then devolve to states. Being that I'm a non-white person, historically that makes sense, since state's rights have almost always been the antithesis to civil rights and it's been in the federal government's interest most of the time to, at least nominally, promote equal civil rights..