Should I fill MH CET, are there any comparable colleges to NITs?

I am from UP

I think you came to this conclusion if you are not getting your desired branch or NIT through your jee mains jan score.
If time and money is not a problem you should fill it there is no harm. As per your profile you are dropper , so you can't take risk anymore.
Why we give primary importance to jee mains/advanced and not state entrance exam?
Because of college we get through them. I think from here you got your answer.
Though not all NITs are not all that good.

You should give as many exams possible from your side who knows which college you can get by possibility You should give Mchet exam,wbjee,upsee and comedk exams these are most common well known exams regarding state engineering exam