There is no sovereignty without some ability to defend oneself on ones own. And personally, I think a major problem with the EU is too much intergovernmentalism, and not enough direct EU parliament power. Putting a military under their control can help that.
"We don't need a Military" is the same happy go lucky thinking as "we'll just close all the nukes, do more renewables, and worry about storage later". It's just blatantly irresponsible, and undermines genuinely good things (less war, more renewables) into mere virtue signalling.