The word "state" usually implies a part of a federated country. "Province" is more often used for administrative circuits of a country with a centralized government.
Technically each Australian State is a sovereign entity with His Majesty King Charles represented by the Governer who is "advised" by the State Parliament. The Federal Government many only manages those things that cross State boundaries, like defense, international treaties and borders, once again via the Governer-General who represents the King.
We have an enormous amount of duplication in our governments.