There are several problems. First, Indian tribes were considered foreign powers, not American citizens, which is why the federal government made treaties with them and handled all relations. Second, originally the 13 Colonies had claims on lands to their west, and they would have to give up those claims for Indian states. (They eventually did so in order to create new states equal in status to their own, but that would come later). Third, this would require the Indian tribes to more or less give up their own ways of governance in order to assimilate to the new American way.
Let's say that the Iroquois Confederation is accepted as a new state, and New York gives up any claim to western "New York." In order to be acceptable to Congress, the new state has to agree to everything else the other states are doing. They need a written constitution that guarantees a republican form of government, and allowing people from other states to legally move in and settle there. It means abandoning their own legal tradition and adopting the American one. They would allow these new white settlers to be elected to office and eventually take over the government because of the demographics. It's very hard to see any Indian nations agreeing to this. There is no way that any Indian nation could retain control of any state they created. Eventually white settlers would take over.
We saw what happened to the "civilized tribes" in the Deep South. Being "civilized" didn't protect them when local whites wanted their land, even with the "protection" of the Federal government. In this case, even if the Cherokee and others were citizens, I think the state governments in the Deep South would still find a way to screw over those citizens who weren't white.
Those are the issues you'd be up against. Demography is very telling. You'd have to make a lot of changes in history in order to make something like that work, such as some Indian tribes being absolutely essential to winning the American Revolution, or the Continental Congress somehow accepting a delegation of some Indian confederation, and their representatives continuing to be involved in the nascent American government in order to build enough trust, respect, and affection (and legal protection and precedent) that the rights of Indian citizens would not later be violated. That might allow (some) Indians to be equal citizens even if those "Indian states" would later become white. It would create a lot of interesting butterflies. But it would require a lot of changes on both the American colonist and Indian sides.