To give one example: These are nationally negotiated because languages vary. One key and for once reasonable argument for why you need national licenses is the language issue: if you allow more easy transfer across borders the market for translated versions will basically crash as may don't need them - at the same time a number of people to depend on them, and for any smaller country (say: Estonia, Malta, Czechia, even Greece) there simply won't be any more dubbed versions if the English version is more easily available.
Another reason is the chance for local players to do anything at all. If you give single licenses basically all the small local players (say a Latvian TV station) will have to pay the same as someone streaming across Europe, and basically anything from football league matches to Hollywood movies will end up locked into the big channels like RTL and Sky.