well state governments trump federal. but state governments can basically do whatever they want. There is a process to give this power though. like our governor they are reevaluating his covid authority (forget the technical term) and they tried a while back to strip Cuomo (New York) of his power to make such mandates too.
So we do here have processes (and courts which take time).
this one is old(ish) but shows the process a bit
A day after the state Supreme Court upheld the constitutionality of Connecticut’s emergency power laws, the Senate voted Tuesday for final passage of a bill that ratifies Gov. Ned Lamont’s pandemic declarations and extends his authority by one month until May 20.
The party-line vote for the bill, as well as the rejection of a Republican amendment that would have required legislative ratification of any emergency lasting longer than seven days, underscored a partisan divide over how power has been granted to Lamont during the pandemic.
edit add: note: our states have the same set up as the Federal government. we all have our own constitutions, our own exectutive branch, our own supreme courts, our own congress (House+Senate)