The Federal Government is supposed to be a limited government, with only the powers delegated via the Constitution. Since Article III does not empower federal courts to hear suits against state governments, they have no such jurisdiction. In case this idea doesn’t appeal to you, there’s the 10th Amendment. In the wake of this case, there’s also the 11th Amendment.
Of course a man should be able to seek justice. In the American system, that means by going into a state court, in case the state allows it.
Some people believe in “courts of justice,” but in the American system, we are supposed to have “courts of law.” The difference is that in the former model, judges’ discretion is relatively unfettered, while in the latter, they’re on a tight leash.