Why? Many people dislike the European Union(myself included). Some of us believe it's an anti-democratic organization that should be dismantled. It hardly makes us idiots.
Additionally, not every European country is a member of the EU. I would argue Europe would be a lot better without such centralized power in the hands of a few.
To do this with a generation of peace who cannot comprehend how you can end up with a conflict in western europe in the next couple of decades does come with some level of risk. You have to have a detailed gameplan right out of the gate having gameplayed how economically and politically antagonistic your neighbors are going to be to your early moves. And if in the early days the perception is that things are getting worse than they were before (see Brexit) the risk of future unrest and conflict increases I would think.
Fundamentally, I believe in a direct, decentralised democracy with Switzerland as a good example. I believe this system of governance gives prosperity and opportunity for as many as possible, while a centralised system like the EU(or USA) gives advantage to the already powerful and well connected, with the masses only an afterthought if beneficial to the ruling elite.
I think this is obvious to any thinking, rational individual.
Additionally, not every European country is a member of the EU. I would argue Europe would be a lot better without such centralized power in the hands of a few.