Historically, the states never would have come together to create the United States if they had to give up all of their own sovereignty. The constitution is full of compromises.

Why should it enforce a law from a separate sovereign entity, is the question. And the answer is, it shouldn’t. I don’t think states do, or should, enforce federal anti-discrimination laws. The feds do that. The states pass their own anti-discrimination laws if they want something to enforce themselves.