The primary reason is that no states were involved.

No state could have prosecuted Nixon for involvement for the illegal wiretapping at the Watergate Hotel, because the Watergate is in the District of Columbia. The five “burglars” as well as their co-conspirators were tried and convicted in the US District Court of the District of Columbia. And the charges were either on breaking federal statutes or local DC statutes.

Likewise the various charges of conspiracy, obstruction of justice, and perjury that were brought against Erlichman, Haldeman, Mitchell, and others were brought in federal court because the subsequent crimes also happened within Washington. The coverup conspiracy operated almost solely within the White House walls.

So no state charges were forthcoming, because no state has jurisdiction within DC. There was no plausible charge that any state could have filed.