The rights were built as limitations to government not as limitations to people.
The COTUS was built as a limit to the FEDERAL government. The states were supposed to me under control of the people.
"Congress shall make no law establishing a state religion."
Do you realize that Massachusetts, I think one or two more states, had official state religions for YEARS after the constitution?
Why? How? Well, for one thing, the states are not "congress". For another, that amendment, and all the others, doesn't apply to the states.
Back in the days of the constitution, the people had FAR more allegiance to their own states than the did to the "United States". Who was the civil war general from Virginia that joined the confederacy only because Virginia did? The states were where they were involved, the states were under control of the people.
See, in those days, it was assumed that the states WERE the people. The actions of the state governments in modern times would have been unthinkable. It wasn't necessary for the COTUS to apply to the states. They wouldn't have removed the rights of the people. (As "people" was defined at the time, that's another discussion.) They WERE the people. The people wrote their OWN constitutions, and they included protections for their God-given rights.
The single biggest problem that we have today, the source of most of our other problems, is that we have long since lost control of the STATE governments. They are no longer of the people, for the people. They are of the bureaucrats, for the powerful and connected.
If we regained control of our state and local governments we would, by default, regain control of the Federal government.