I don't understand, why having Commision that isn't elected makes EU members more suvereign? What would change for worse, if Commision was elected like Parliament?
If the legislative power were transferred away from the commission to the parliament (where it should be, if EU governance were to follow the standard approach for separation of powers), the individual member states would lose a lot of control. Control they aren't at all interested in relinquishing, as you may imagine.
And that's before even considering making the executive branch (the commission) directly elected.
This is standard practice in all civil service jobs, as well as the judicial branch.
You can't just remove a judge, or a bureaucrat because his party is out of office. Doing so, ensures that there is continuity and stability between governments.