For the pandemic, people traveling into, out of, or through the state will spread it to surrounding states (Florida is one great example of how a state not responding appropriately has broader impacts on the nation).
For wildfires, fire knows no state boundaries, and smoke is even more promiscuous in its spread.
The governmental agency can also shift resources from one state to another without having to wait for the resolution of aid politics between the individual states (not to mention the states the aid would be transported through).
Of course, there are significant inefficiencies that exist in those entities in reality, but what would realistically prevent those same inefficiencies from existing in a state-run system as well?