I live in Denmark, I have an "easyID" (NemID), along with a social security number that allows me to connect to all government websites. The system allows people to use physical passcodes mailed to people, or send a push notification to their phone, to trigger the NemID application to approve or disapprove the entry.
As others have mentioned, similar stuff exist in other countries as well.
So to me, I'd rather have a single common, shared and opensource system for both Denmark, and all of EU.