Use the fact that matrices act on vectors. $SU(n)$ acts transitively on the space of unit-length vectors; the stabilizer of a point is $SU(n-1)$ by Thorny's argument. For example, for the vector $(1,0,...,0)$ the stabilizer is the subgroup $left(begin{matrix}1&0\\ 0&Aend{matrix}right)approx SU(n-1)$. Now by the orbit-stabilizer theorem, the space of unit-length vectors is identified with $SU(n)/SU(n-1)$. Fixing one vector $(1,0,...,0)$ fixes this identification, and then each other vector corresponds to a coset $gSU(n-1)$ which is the family you describe.
This isn't really using much about matrices or geometry; I referred to this as the "orbit-stabilizer theorem" above, but it is really just the basic structural feature of group actions. It's certainly something you can understand by yourself; if it's not immediately obvious, you can think about some simpler examples. In the group of permutations $S_n$, consider the family of permutations that map $1mapsto 3$ -- how do elements of this family differ from each other? You could also try extending your argument to understand the first column of matrices in $GL(n,mathbb{R})$; you will of course find a similar answer, but the details are interestingly different. Another fun example is to consider linear functions from $mathbb{R}tomathbb{R}$, and look at the family of linear functions taking $2mapsto 7$.
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