The Twelve Colonies are sovereign nations, each with their own governments and militaries. There have been token gestures of cooperation through the years, like the Colonial Court and the Inter-Colonial Joint Peacekeeping Taskforce, but the colonies were at each others' throats more often than not. Centuries of disputes, oppression and even at times open warfare left a legacy of distrust.
Even after the Cylon uprising, it took close to a year before the colonies realized that they were losing, and that they would be stronger together than apart. This led to the colonies signing the Articles of Colonization in July 2236. These articles established a few important things:
While it's a far cry from the unified federal government that it will someday be, it's at least a start.