Earlier quoted context omitted.
As a Canadian, this is how I feel whenever folks are talking about US states other than like, Texas or New York. It's interesting being in Europe or somewhere and having a bunch of travelers introduce themselves, I've always noticed that most people will say what country their from, Italy, France, Canada etc, but Americans always just use their state.
People go with big cities usually. Some people like Nevada but most will still say Vegas. People say they are from Philadelphia rather than the state. Chicago is used more often. Buffalo over New York. New Jersey, Rhode Island seem to be used more than a city. Boston over the state but in Cambridge they use the city and state. Texas is more common than Austin unless you are in the states. Florida could go both ways a…
For example if you're in a German train and ask someone where they're from, they might say they are from Swabia (a linguistic region similar but not identical to the state of Baden-Württemberg). If you had asked them in a Swabian accent, they would have instead answered with the specific city, e.g. Limburg. If you ask the same person in English while he's on vacation in Paris, he'll say he's from Germany.
What people actually identify with most strongly depends heavily on the region; in large cities it's often the city or metropolitan area, but elsewhere it's not uncommon to associate with linguistic regions, kingdoms that stopped existing centuries ago, or your state or administrative district (particularly when it coincides with one of the previous points).