More and more, the EU is taking away liberties of people and countries in name of a 'common good' and a 'better europe'. A good example is the now credit crisis which was mostly a problem with EU interfering with countries. For example production "Ok, you stop producing X and we will pay you Y for you to buy X from us" which short sighted politicians were all too happy to accept since it meant money coming to countries and reelection was easier.
It is hard to get payment gateways ala feefighters and others, sure, but you can go to a normal bank, get a merchant account and accept those payments yourself.
About taxes, it isn't that complicated to be honest. VAT is charged at the rate your business as a presence in (usually your home country) when selling to someone in EU. Corporate taxes is dependent on country but UK isn't that bad. Most countries that have bad corporate tax structures are usually riddled with corruption.
Most countries now are also trying to offer a better environment for new companies. UK is lowering taxes for small business if I'm not mistaken. Portugal decreased the minimal capital from 5000 euros to 1 euro. Some countries are decreasing taxes to companies that export alot(by giving them tax incentives) Most EU small business have access to programs that offer them line of credit and sometimes free money for projects (in portugal it is called QREN no idea what is called elsewhere) that comes from EU.
And maybe it is just me, but whenever I see lobbying mentioned, I shriek! Trying to do this on the EU scale would probably involved a lot of money under the tables.