Integration is not without costs.
Very similar reasons why (many) people like working for small businesses and start-ups vs. multinational corporations...they know their boss and their boss's boss. When upper management makes a decision they actually have to speak with all the people it effects, which tends to make them empathize and make more employee-centric decisions.
Why shouldn't Canada and the USA be the same? Why shouldn't Mexico, and Nicaragua, and Venezuela, and Brazil, and the USA, and Canada be the same?
If you want to move to Montreal or Mexico City or Beijing you can't just pack your bags and go. You can still sell something to all these places, manufacture them in all these places, etc. At least generally speaking.
That's the difference. US is a monetary and fiscal union that has free movement of labor and capital. The EU cannot only be the latter.
Has California ever invaded NJ?
Do California and NJ even speak the same language?
Hmm...it's not thst easy as packing your bags and moving