Because when the going gets really tough that abstract "human being" from across the Continent won't care at all about you, while at the same time the person geographically closer to you and who might belong to the same nation might prove to be a better ally. Just think of the Greece crisis of 2012 when the "human beings" from The Netherlands were generally just assholes to their fellow human beings who happened to live in Athens or in Thessaloniki.