I still dont get it. Germany dont field a Bavarian team, France dont field a Norman team. Why does Britain field seperate state teams?
It's historical and, of course, political. The English Football Association was formed in 1863, followed by Scotland in 1873, Wales in 1875 and Ireland in 1880. FIFA was formed in 1904 as a body to co-ordinate international matches and rules. Netherlands was a founder, Germany sent a telegram agreeing to join, and the British associations failed to agree between themselves, but did join individually in 1905. They left again after WWI and only rejoined in 1946. While it would make some sense to have a combined UK team (George Best, Denis Law and Ryan Giggs being compelling reasons) it's never going to happen, because the four individual associations have more clout in FIFA than one would.
Presumably if Bavaria had had a separate football association in 1904, they could now have their own team in the World Cup and could be playing Prussia. There are of course strong nationalist movements in Scotland and Wales, that would very much like a looser association with England. As would Cornwall, but that's another story.