Note 1: The Hilbert space $\mathcal{H}$ of a quantum system cannot possibly be the genuine space of states in quantum mechanics. In particular, $\vec{0} \in \mathcal{H}$, which is not a valid state. Hence, to call $\mathcal{H}$ the space of states would be to call $\vec{0}$ a state, which as stated above is not a valid state.
Note 2: Even in "conventional" quantum mechanics, the space of states is not a vector space. It is the set of trace-class, positive-definite, trace-one operators over Hilbert space, denoted $\overline{\mathcal{B}}^+(\mathcal{H})$. Also known as density operators.
(At the least) Finite dimensional quantum mechanics formally has $\mathbb{C}P^{n-1}$ as the raw space of states. To be explicit, $\mathbb{C}P^{n-1}$ corresponds to the rays in $\mathbb{C}^n$. There does not exist an additive identity element (a zero element) of $\mathbb{C}P^{n-1}$. However, naively creation and annihilation operators require the notion of an additive identity element as evidenced by the expression $$\hat{a} \lvert 0 \rangle = 0 \text{ (the zero vector)}$$ where $\hat{a}: \mathcal{H} \to \mathcal{H}$. Without access to such an additive identity element, how does one talk about creation and annihilation operators $\hat{a}: \mathbb{C}P^{n-1} \to \mathbb{C}P^{n-1}$ in $\mathbb{C}P^{n-1}$?