I hear you and partly agree, but the comparison is a stretch.
In USA, how many hours by car do you need to find a local that doesn't speak your language?
The very same ad can easily be broadcast US-wide. Never do that in Europe (not that anyone has ever tried).
Trying to impose a law on all EU countries alone is usually unsuccessful [1]. Cultures are quite different. The feeling of being part of EU is far weaker than that of being part of your European nation. We don't say we are EU citizens. We don't watch the same thing on TV. We don't read the same newspapers. We don't have the same food habits.
My point: European countries are by far further apart than US states, and as a result, generalizations are more likely to fail.
But, sure, you do feel differently about death penalty, gun control, socialism and Mormons from state to state.
[1]: http://www.youtube.com/watch?v=loVjrNFJAik