Europe's past history of war and military technology is what allowed it to advance faster up to the point of industrial revolution and then to colonize most of the world...
Europe needs conflict to thrive, but as an European I'd prefer this conflict to be external to Europe. An EU Army would at the same time make internal conflict exceedingly unlikely (no/impotent national armies, all resources dedicated to EU Army), and allow Europe to start re-involving itself productively in external conflicts.
A de-militarized Europe is a castrated Europe, doomed to lag behind and wither away.