EU memberships are voted by the people. We have already seen that populism can get a country out of the EU even if it's not a great idea. And there are already vocal people against EU memberships. Imagine giving them more reasons to rile up people.
Would be a good thing to be honest. The EU is a trade pact that went horribly wrong with overregulation and a lot of costs. What happens in the EU is not voted for but if you are in the EU is. Huge governments are just as harmful as huge companies.