It's not like the EU is some separate entity endowed by special stupidity. It's just "us", humans - some of us smart/informed, some of us less so. If you remove your country from the whole, one time you might be out of reach of some stupid idea from the outside, the other time you will be out of reach of the reasonable voices outside, fully exposed to your home-grown bad ideas.

And that is ignoring the fact that if your country left, you would in practice still adhere to those stupid rules because half of your country does business with the EU. You would just lose influence on those rules.

At least being a part of a large entity has some advantages on the world stage.