There was certainly a bit of conflict in the minds of anti-federalists in regards to the phrase "We the people", which open the Constitution. They were concerned that the entity of a consolidated nation would disregard the distinctive autonomy of each separate state, and drag them all into the Constitution by force of a national majority. Each state with recognition of their own conventions, should be bound by the Constitution with absolute consent as "the whole people", and not be swallowed up by the imposition of a majority.
Hope this clears things up!