The EU is a treaty, not a country. This makes the EU very fragile. If it became a harm to its member countries instead of a benefit, it would dissolve rapidly.
How do you know it hasn't been a harm to its members? Each year the Commission spends billions of dollars of tax payer's money on advertising itself to its own electorate. We literally pay it to tell us how great it is.
Meanwhile, how much is spent on finding out whether life might be better without this gargantuan socialist bureaucracy which legislates on the size of carrots? We don't have an alternative NATO-protected Europe against which to measure our progress. We do have people being prosecuted for selling fruit by the pound.
The EU claims most of NATO's achievements for its own, but it was NATO, whose most important member is the US, that saved us Europeans from Stalinism.