Answer: They resented Confederate taxes.
Step-by-step explanation:
One of the reasons the Southern sates left was to be more independent as they did not appreciate the powers of a strong central government. The Confederate government therefore, was not to be very strong and capable of overriding the powers of state government.
This changed as the war went on however because a strong central government was needed to coordinate efforts. The President, Jefferson Davis, introduced taxes amongst other things and this did not sit well with Southern governors who felt that their authority was being stripped away.