Exactly.

States in the United States are more than just administrative districts. in the case of the first thirteen states, the predate the federal government.

Each one has its own elected government. They have their own criminal and judicial system, as well as their own tax regimes.

Apart from the tax regime though, some states are home to large refineries which produce gasoline and many states don't. The distance you are from the point of production of the gasoline also comes into play.