We call our nations what we want because we want it. But in fact think what a nation is. European nations are divided in districts lead by district mayors, then in towns and cities and villages lead by their own mayors. In the USA as far as i know you have only states lead by governers and then the towns, cities and villages lead by mayors (right?). Their nations may just be divided in tribes and clans lead by elders. They may have councils made of those who lead these tribes and clans, which would resemble our parliament system and such. To develop technology they would need the clans/tribes working together, but that wouldn't necessarily mean they'd have to join in and become a single nation. And since they live by a code of honour and respect, i think that is very possible. Remember they are not humans, they may not have this instinct to betray that we have. Or maybe sometime in the past a breakdown in their society took place. Maybe this is what happened after some huge war among their nations that divided them back into tribes and clans. There could be many explanations.