In 19th century Europe, there was such a thing as a "German question" i.e, how to achieve unification of all lands inhabited by Germans. What puzzles me is that, at that time, each of the kingdoms had its own variety of German and formed a dialect continuum. Sure, they would be mostly mutually intelligible throughout the territory to allow someone to be referred to as a "German-speaker", but so were the Low Franconian (Dutch) dialects mutually intelligible to their Low German speakers (+ Old Saxon to the west of the Netherlands). Also, I'm aware of the fact they would probably share a translation of the Bible from the 15th Century.
Today we usually say that a language is a "dialect with an Army and a Navy", so at that time, we would expect most of the different varieties of the German language to be simply taken as specific languages (e.g Bavarian, Hessian, Swabian, etc) in their own states. Indeed this has happened to Luxembourg, which, although being a possible candidate to a "German-speaking land", it just considered itself a separate entity and developed an identity based on that.
I wonder what kept the other German states away from developing this identity and instead still continue to view themselves as "German", whatever that term would mean at the time (How would you differentiate, at that time, a German from NRW from a Dutch or Luxemburger?)