Without going into the deep reasoning behind why the United Kingdom is a unitary state, as opposed to a federation - the answer broadly lies within the size of the modern-day nation (ie. Is the present nation made up of multiple former colonies or of singular colonies?)

In the likes of your examples - the US is a well-known federal state from its beginnings with federalism being a key political tenet of early American history: a strong federal executive versus a collection of strong legislative states. As is well-known - the US was once the 13 colonies which became states of the Union after the American War of Independence; due to the new country being a joining of 13 colonies into one national government while keeping state level, a federation was the only reasonable solution.

Now, moving on from the US because unlike the remaining former colonies, they are not a Commonwealth nation.

Australia and Canada are both federations because they too, are a joining of multiple colonies - the Confederation of Canada in 1867 merging the Provinces of Canada (Ontario and Quebec) with the Colonies of Nova Scotia and New Brunswick to form the Dominion of Canada - this gave the self-governing colonies more autonomy and independence as a Dominion than a Colony.

The Federation of Australia in 1901 joined the previous self-governing Colonies of Queensland, New South Wales, Victoria, Western Australia, South Australia, and Tasmania to form the Dominion of Australia - in a similar manner to the Confederation of Canada. From this Federation, two Colonies (New Zealand and Fiji) were asked to join the federation and chose not to - instead choosing to remain as crown colonies until 1907 (forming the Dominion of New Zealand until 1947) and 1970 (forming the present-day nation of Fiji, pre-independence), respectively.

Thus, you can boil it down to - countries that once were single-colony states tend to form unitary states because there is no foundation to form a federation from - the Colonies of NZ and Fiji were always led in a unitary manner with a central government. Countries that joined to form a Dominion from multiple self-governing colonies tend to form federations because the individual colonies already were self-governing and had systems in place to govern at a more local-level, despite forming a central government.

Finally, the reason for multiple colonies in the larger modern-nations is due to different groups of people arriving at different times and in different places, therefore establishing their own colonial areas of rule, governance, and culture.