Sorry for the delay in responding to your very interesting question!
The short answer is that there is nothing to prevent an ego from doing anything, even something as absurd (from a Stirnerite perspective) as setting up a state. But even on Stirner’s muddled views, such an attempt would be incoherent. As I note in the lectures, ‘Each ego is a law unto itself. There are no rights, no duties, no immutable moral laws. The ego or self does not demand any right, nor does it recognise any.’ And while ‘Egos can associate in Stirner’s world but they do so spontaneously and only for as long as and to the extent that they wish to do so. A bizarre form of association, indeed!’