There’s no indication they did. In three states, a right to secede was expressly stated in ratifying, and the Tenth Amendment principle was said to be implicit in the unamended Constitution by prominent (Madison, Hamilton, Iredell, Pinckney, Cushing, Wilson, et al.) Federalists in at least eight states; in no state was that principle contradicted.
During the Secession Crisis, President Buchanan said secession was unconstitutional, but he had no power to prevent it. That latter was widely believed too.
