Power grab, economic coupling (i.e. like in Europe, where if Greece or Italy has a shitty day the whole European economy collapses), and the moral impetus to force what you think is good for people on more people--both by having Federal power over many small states and by having a massive fucking continent to support your military power.
Political ideals are an infectious disease. Democracy spreads like a plague, as does capitalism. So did socialism and its ilk, and fascism to a lesser extent (Italy, Germany, circa 1940). People think their ideals are right for everyone, and they feel it's their duty to pound those ideals onto everyone.
For example: Japan doesn't have an open market for 13 year old porn anymore: Europe and the North Americas decided you should be 18 to be in porn, and quietly pressured Japan to raise the lower limit on their porn industry--the Japanese, at the time, considered post-pubescent, sexually mature people as... well... sexually mature, and fair game. Putting this through your own lens, I'm sure you get that feeling of mild panic inside, the one that tells you something *must* be done to stop this sort of thing: we can't have middle school girls in porn! Well, with a half a continent as your military and trade embargo power, you can stop whatever you want and force your righteous values on countries as far away as Japan.
That's the point. The bigger and stronger we are, the more we can shape the world. That's why we have the UN. That's why the EU exists. The UN pushes human rights, economic policies, war policies, and so on. The EU tells all the countries in Europe what they're allowed to tax and how businesses are allowed to behave, and so on. If we decide that Poland's health care system isn't up to EU standards, we can force them to be more like Germany under the threat of invading their country, sanctioning their trade, or administratively fining their government into the poor house.
Wait until I push a proper UBI system through in America. That'll be a hell of a battle, but it's worth it: I've worked out all the right parameters to create a self-stabilizing system that solves poverty. People will be like, "Let's do this in Africa!", except most of the African countries are incredibly poor, and a UBI wouldn't work at all, and what many of those states need is Feudalism. Capitalism comes at a high cost--you keep 9% or less of your productivity, versus 25%-70% in Feudalism--but brings high amounts of flexibility and personal freedom. But we liken serfs to slaves--which is a baffling leap of logic, considering serfs arguably had better rights than we have in America in practice--and don't care about economics so much as forcing a system to fit an image we like.