The answer may partly be a perception that events like Hurricane Sandy are just too big for most state governments to handle, but I think there’s also something deeper at play: a sense of solidarity as Americans. That sense of solidarity is expressed in the current embrace of Governor Christie and President Obama across the partisan divide.
This sense of national solidarity isn’t universal, but the differences don’t necessarily correlate with the familiar liberal-conservative spectrum. Both cosmopolitan liberals and libertarian conservatives are uncomfortable with embracing social solidarity as a norm. Cosmopolitans think we have the same obligation to help people in other countries; libertarians are oriented toward individualism rather than social solidarity. On the other hand, social conservatives tend to take a more organic view of society, as do communitarian liberals.
Cosmopolitans and libertarians have historically not been a large part of the population. It’s probably no coincidence that they tend to be a bit skeptical on national security issues as well, resistant to high defense budgets and military action. Most people, for better or worse, retain a sense of unity that comes into play when disaster strikes, whether the disaster is 9/11 or Hurricane Sandy. I doubt that we can understand disaster policy without taking this factor into account.