There are state-level parties in all the German states, why does the Bavarian one get special treatment?
Because it really is an organisational independent party allied with the CDU. After 1945 the allied authorites, especially the US allowed only for state parties, partially they had even different names. When the CDU state parties formed a federal party (after the first Bundestag election), the Bavarians stayed outside. One can blame Bavarian exceptionalism for that (and Bavaria is big enough, that they will normally pass the five percent threshold, especially in the pre-1990 federal republic).
There were even several attempts to exand the CSU beyond Bavaria: In the Saarland in the fifties because of the intra-Saar differences about the relationship with France and Germany), several draft-movements from outside Bavaria to build up a nationwide "Fourth Party" right of the CDU modeled after or even incorporating the CSU, in East Germany since 1990 where the CSU supported the DSU and even wanted to expand at least to Saxony.