1. What makes you think they don't?
2. There's a trick to it. It's difficult to conclusively tell if an order is unlawful, and there will be incredibly serious consequences to anyone who refuses one that isn't. And at the rate the current court rulings are going, dropping a fucking nuclear bomb on Ohio may be found to be constitutional and lawful.
> it's time to start standing up state laws that assert sovereignty
Good luck asserting sovereignty without an army. See point #2.
> yes, that's where we basically are
If that's the only way out of it, we've already lost.
There will be incredibly serious consequences to anyone who refuses even one that is. It's going to take a long time - years - before they are vindicated, but the punishment is going to start immediately.