You are asking a very complicated question that has to take into account almost 500 years of history to answer it. But, the simplest answer is that these regions were compelled to join, by force.

The origins of the Spanish state come from the union of the Crowns of Castile and Aragon in 1479. This act of union was very loose- it formed what historian JH Elliott calls a "composite monarchy", meaning that while Castile and Aragon had united their kingdoms, they retained rule over their respective regions and interfered little in the affairs of the other. This insistence on the retention of local customs of nobility, title, and rule helped to preserve much of the linguistic and cultural diversity of Iberia. As Castile consolidated its rule and absorbed the authority of the noble's titles, or fueros, it created resentment among regional authorities.

In some ways your question hints at the idea that there exists or has existed a firmly strong national Spanish identity. This is something that Spanish historians endlessly debate. Jose Alvarez Junco, for example, contends that Spanish national identity has always been very weak, precisely because it has often been imposed by force.

If we go beyond the 15th century, there is a consistent pattern on the part of the Castilian kingdom, the precursor to the future Kingdom of Spain, of attempting to break local authority and custom and subjugate it to the will of Castile. Centralization took on an even stronger form when Spain was ruled by the Bourbons, who applied "Enlightened despotic" techniques to strengthen the power of the Spanish state. In the nineteenth century, when Spain transitioned toward a liberal constitutional monarchy (albeit, a weak one), it too opted for breaking local culture- it was thought that democratic unity demanded sameness and so local culture was discouraged. Spanish nationalism's most radical iteration came in the form of Francoism. Francoism posited that liberalism and constitutionalism had created a fractured Spain- unity was therefore imposed, quite literally, through killing and extermination. So we see a very consistent pattern in Spanish history of the center attempting to impose its cultural, political, and economic hegemony on the so-called "periphery" and Spain's various regions. This long history has created resentment and therefore, some would argue, a very weak Spanish national identity. But, the remnants of those central institutions have nevertheless endured, and there are still plenty of Spaniards who feel very strongly about about their Spanish identities. It is by no means a settled question but I would contend Spanish national identity is weak in light of what we have seen taking place in places like the Basque Country and, especially, Catalonia.