I'm not willing to go THAT far for the State. They've collectively employed more lawyers than Dewey, Cheetum, and Howe for centuries- which isn't as far a reason as judicial action is the only form of redress for an individual in many of these cases.
To add one point to Spats McGee's post on immunity, the concept of sovereign immunity for state governments is the basis for the 11th Amendment which was passed to keep states from getting haled into court without their permission. It is subject to exceptions. For example, it does not apply to political subdivisions like cities. A federal court can also order a state officer, by name, to take some action or refrain from taking some action. It can't normally touch the state's treasury unless the state waives its immunity.