That's the deal each state agreed to when it ratified the Constitution.
This prohibits the states from banning firearms, as well as from banning churches, taxing imports from other states, declaring war, or making treaties with foreign governments.
There is neither a right to use drugs in the Constitution nor a delegation of drug law authority to Washington, therefore it is in every way an appropriate issue for state by state decision making.
In order to ban the sale and manufacture of alcoholic drinks, the proper Constitutional amendment process was carried through (even though a terrible idea).
Likewise, if we were to amend the Constitution to prohibit the possession of marijuana, that would also be an acceptable process, although toward a dubious goal.
The Constitution does not grant individuals rights. Those rights were reserved to individuals and not granted. The Constitution enumerates what powers were granted to the government by the people, not the other way around. The people and States reserved to themselves whatever rights they did not specifically cede to the federal government. Government can't grant rights, only license.
Then what about Illinois and municipalities within states?