Okay...I'm assuming you're based somewhere in the EU. As far as you can tell does the average German want to be i the same state as the average Greek? Do Germans want to be in the same state with the French. I'm not so sure...I can imagine Germany, Austria and Switzerland working reasonably well as a single state. The same could be said about Belgium, Holland and Luxembourg.
I'm sympathetic to your overall reasoning. When I look at the US it feels like a minor miracle that it has held together for as long as it has. I'm rather skeptic about the possibility of the EU ever approaching anything like that kind of union.