Your question has a very complex answer, but the short answer is that Spain began to be conceived as a single state when the Bourbon dynasty took over the Spanish throne from the Habsburgs in 1701. The Habsburgs had largely respected the "composite" monarchical structure of the Spanish monarchy throughout their tenure as rulers of Spain. The so-called Bourbon reforms helped to centralize the Spanish state throughout the eighteenth century. It was often informed by the principles of the Enlightenment and in the belief of a rationally planned state and economic system that could use science and philosophy to bolster the power and prestige of the monarchy.

These reforms informed a new belief that Spain was not a composite unity of kingdoms but a single nation. This is best exemplified in the official title of the monarch of Spain- under the Habsburgs, it was common for the king to be referred as King of the Spains and of the Indies. Under the Bourbons, a new title was used: King of Spain and Emperor of America. As you can see, the title also reflected a more subordinate role for the American colonies- whereas before, the colonies had exercised far greater autonomy under the Habsburgs, the colonies were increasingly exploited for resources and revenue to pay for Spain's European wars with Britain and then, later, France.