What about EU then? Even if the states in it are independent countries, for a lot of things they depend on the EU, they are not fully dependent.

I could add the US state flags if users want them. Though that in such case I would maybe make these as dual flag, country+state.
For now I don't see what is the harm with these few extra flags.
Also, for some things like in Football and other sports events, the UK countries are participating separately. So they have more visibility than some other "not independent" countries.