Leaving Social Security to the states is an interesting idea. (I think in Canada provinces can legally opt out of the Canada Pension Plan.)
But the real challenge facing Social Security is of paying off unfunded liabilities that occurred in the past - that most beneficiaries from 1940 to the present received more in benefits than they paid in taxes, and so the reverse has to happen going forward. That’s just the math. I don’t see how to reallocate this challenge to the states on an equitable basis, nor that the states have much capability to handle it. (See also, as this letter writer points outs, states’ poor records of funding their own pension programs.)