> But can they raise taxes?

Sure, but the math doesn't work out. Vermont and California have both tried in various forms.

> EU also has freedom of movement, blah blah blah

They also coordinated the laws between the member countries. That's exactly what the federal government would need to do in this case, very good! The EU system doesn't work particularly well either, because it's loosely confederated. The US government has far more ability to coordinate the States.