Walrus, the president is elected by the states through their electors. The individual states administer the elections, though on a day specified by federal law. While a few states apportion their electors on a pro-rata basis as you have mentioned, the overwhelming majority use a "winner take all" system. I would presume that the logic behind this is to maximize the state's voting power for a given candidate. For example, if a state had 6 electors, the popular vote in that state were a 50-50 split, and it apportioned its electoral votes 3-3, that state would cancel its own votes and have no actual influence on who won. By giving all 6 of its votes to whomever had the most popular votes, if even by the smallest margin, that state has the potential to make a difference in who gets elected.

If every state apportioned its electors on a pro-rata basis, presidential elections would for all intents and purposes be decided by nationwide popular vote, making the Electoral College unnecessary. While there is certainly debate (and has been for years) over the pros and cons of the Electoral College system, the most effective way for any individual state to participate in it is by the "winner take all" method.