The primary goal of the European “Federation” is not to create a “better” super-state, but to prevent war amongst the states by creating a common economic dependence and by aligning mutual interests.
Note that empires do NOT do this, as they need to force stability,unity and legitimacy from the top, while confederations of democratic states get their legitimacy from the bottom (if designed well. There is lots of improvement left in the road towards democratization of the EU).