If you can do it, I'd say go for it. The less money going to the State the better, as far as I'm concerned.
Why would you say that? No money to schools, road infrastructure, etc?
You prefer the money to go to individual tribes and be retained by them?
The tribes would evolve into small territories within the state, and what would happen to the rest of the state not on the Rez?
They spend that money on their roads and schools, and the rest of the state is left out?