The European Union is, fundamentally, a very young superstate. It's not even 30-years-old, in practice. This is not its final form.
The EU is like Asimov's Foundation: it makes progress by facing (or provoking) crisis after crisis, and finding new equilibria and new policy tools. It's a bit like the US in early-XIX century or pre-WWII, when structures were fluid and conventions were still being established.
Remember the US had to go through a civil war to establish the unquestioned primacy of federal policy; China and Russia solidified through bloody revolutions. If we can get there with only a bit of bitching and debating, we will have done better than anyone ever managed.