Many people did.
"Citizens, by birth or choice, of a common country, that country has a right to concentrate your affections. The name of American, which belongs to you in your national capacity, must always exalt the just pride of patriotism more than any appellation derived from local discriminations. With slight shades of difference, you have the same religion, manners, habits, and political principles. You have in a common cause fought and triumphed together; the independence and liberty you possess are the work of joint counsels, and joint efforts of common dangers, sufferings, and successes." -- George Washington, 1796
Non-Sequitur: Many people did...
I do think there is a cultural divide vis-a-vis loyalty to the land you live on. Hell, recently I had this difference demonstrated to me while I was complain'n about the local weather, and the fact that for the longest time the Detroit area had no classical station on the radio. I wasn't really bitch'n much, but I felt, since I was with some friends who were native, that I should addendum my diatribe by reassuring them that I do have an affection for this area, and a loyalty to Michigan. As I explained, one shouldn't disparage the land from which one has drawn sustenance (particularly apples, I love apples, and the many apple cider mills), and other sentimental reasonings. It was bullcrap I guess, and I knew that when I said it, but I still believe it at least in part. But to the people I was talking to, it was just bullcrap. “You shouldn't have to feel any loyalty to where you live. You can't be bound to a piece of land, you are more then that,” was basically the answer I got. Irony is, they were try'n to console me, and tell me it was ok if I don't like the land, since it's just a piece of land.
Many is not the same as most. The fact remains that most of the officers and men serving in the US military who were from the South chose to join the confederacy. This of course included Robert E. Lee, Stonewall Jackson, and others. Lee had served alongside many who were to become stars of the Union firmament. People he considered his friends. His loyalty was to Virginia first. To Virginia, not to slavery or even to Jefferson Davis (who fought in the Mexican War along with Lee, Grant, Jackson, and even Sherman). Like I said it was a different time.
BTW, the very fact that Washington made that speech indicates that he knew many felt strong loyalties to their state, stronger in many cases than those to the United States. Ours was a system of divided responsibilities.