Maybe it's because I'm not ready to abandon the nation-state

From Demography of the United Kingdom:

Although Celtic languages are partially spoken in Scotland, Cornwall, and Northern Ireland, the predominant language overall is English. In North and West Wales, Welsh is widely spoken as a first language, but much less so in the South East of the country, where English is the predominant language.

I adore the accent: Mared Rhys's father; the proprietor of the Devil's Bridge inn calling her dog; Lloyd Ellis, in every episode. I love the Welsh accent.

I'm fascinated by the Welshness (if that's a word) of Hinterland, in particular the Devil's Bridge folk tale that Mared Rhys tells DCI Tom Mathias, and the painting with the devil's face hidden in the folds of the old woman's robe. Mathias, an Englishman, somehow knows none of this history -- and I get to learn it along with him

If I have it right, Mali Harries (DI Mared Rhys) shares her character's fascination with Welsh history and folk tales. I like that. And I'm intrigued by the fact that episodes of Hinterland are created in two languages, English and Welsh. It suggests that the show's creators and producers also share the fascination with Wales. And want to share it with the rest of us.

And when I started looking into it, I found out there is an active effort to preserve the Welsh language and expand its use. Why do I care? I dunno. But I do.