All I am going to say is the problem here is the same problem for a million other topics. State VS federal LAW. I live in the border of New York and Connecticut. The laws change drastically a 5 minute drive from my house.. WHY!? Why is something ok in one state and not in another? I WANT a removal of State jurisdiction for Federal Jurisdiction. One Country, one set of laws. Will there be problems? THERE ALREADY ARE A MYRIAD OF PROBLEMS! Lets simplify.
It's similar discussion in Europe. But probably when most Americans will say "I am American", the most people in Europe won't say I am "Union European". In Denmark most people have a flag near the house and it's of course flag of Denmark. In Poland many people are using flags on national holidays and it is mostly flag of Poland. The problem with creating "super-states" is that most people don't want to be ruled exactly the same. For example - in Europe people needs rights to free travel, and work(and this way union exists now, it started as a coal union in past, which ecologists forget). But are angry that people not even chosen in open elections - says "You can't use Your Diesel car anymore, because we will increase taxes or even ban it", "we will say that You have right to free travel, but we will increase taxes and de facto ban cheap airlines, because we use luxury ones from Your taxes".
Personally I think that with so much diversity in states(look at election results, maybe I am wrong but nearly half was for one candidate, and second half for another, so millions of people would be angry, despite who wins), creating "super-state" may result if not in another civil XIX century lesson of history, but at least peaceful secession of many states. The Brexit showude oed, that even if You give Britons rights to be something like a tax-heaven(You won't believe but e.g. most banana for European Union was sailing on paper via City or Docklands, just to pay lower taxes), they would be angry at something, and secede.
One thing I never quite understood in this day and age about Europeans, is their tolerance for the so called royalty; i.e. kings, queens, barons, and so forth, that seem to be skimming off of the top. Over here on this side of the pond we have some that think they are royalty, and do skim, but sooner or later thing sort of even out, as in justice is served. Just my take.