Some D3D11 functions like CreateBlendState explicitly mention in the documentation that they do detect redundant states for you.

That may be true for an object creation method, especially since the states themselves have a fixed number of permutations that can be created. But if you try to set the same state 100 times, you still are effectively costing runtime every time you make the call with the same state interface pointer. So the key to the performance questions are the Set*** calls rather than the Create*** calls.