A thousand or even a few hundred years ago most people travelled very little and often were born, lived and died in the same village. At that time the village was the natural unit of organisation. As communications improved, with horses, trains, planes, internet the unit of political organisation had to scale up to cities, regions, nations and now supra national organisations like the EU
The nation state is an outdated concept that has lived its time. In a world where those we need to talk to are the US, China, Russia even big EU countries like France and Germany are too small so we need to scale up.