The whole reason the EU even exists is because Europeans kept fighting and dying to retain autonomy and sovereignty, and they finally got tired of it. People are afraid that without supernational institutions tying it all together, Europe will return to its old patterns. That would be a disaster almost beyond imagining if so. Modern weapons will make the Second World War look like a fun romp in the park by comparison.
Of course, maybe it won't happen that way. But pointing out that people have gone to war over this stuff throughout history is not really helping.