There are the arguments now and the arguments back in the 18th century.
The constitution provides for a "Federal district" for Congress etc. There was a real concern that
- If Congress was sited in a state, then that state would exert undue influence over Congress.
- That the state would not adequately protect Congress.
In 1783 a gang of unpaid soldiers had besieged Congress when it was sitting in Philadelphia, and the Pennsylvanian state government had refused to provide security forces to protect Congress. To this end, it was decided that Congress needed some land which it alone controlled and which it could provide defence for.
This argument is still somewhat valid as events of Jan 6th demonstrate, although as the integration of the several states into one Union has grown, it has become weaker. You may look at the EU, where many think that Belgium has undue influence over the EU commission (or for example that London has too much influence over the Westminster government, that the politics of the capital city will influence the culture of the national politicians that work there)
The second argument is more partisan: The Senate, and to some extent the Electoral College has a rural bias (and in the current environment a rural bias is a Republican bias), by adding DC as a State you rectify part of that imbalance, by merging it with Maryland you exacerbate it.