Transferring Federal Lands to the individual states is a very bad idea if you enjoy hiking, hunting, fishing, camping, or exploring our public lands. Randy Newberg does a fantastic job explaining the nuanced details of Federal Land Ownership versus State Land Ownership.
It's not simply a matter of "let the states manage their own lands" it's a matter of a complete departure in purpose and intention. The States are legally required to use their State Land to raise money for education. They are by no means obligated to make State Lands available for recreational use, and in many cases, State Lands are entirely closed to the public.
Enjoy this series of videos courtesy of Randy Newberg, as he does a far superior job at explaining the facts and implications: (there are 15 parts in total)