I have emailed support about this and got the same answer - the entity_ids are available in the mapSS folder. yes, the individual states entity IDs are available seperately in the state map specs files. The total states to all county entities are not. There is not one file with all states and all counties in it, there are 50.
I have written an Access program to do this, by zip code, county and state. This means you can join this table to your data and have the complete entity list in one fell swoop.