The huge problem with centralization is that it allows you to make huge mistakes, up to literally continent-scaled ones. This is what ends empires, sometimes.

The US was able to bomb Iran and Russia was able to attack Ukraine because basically a single important person said so. Personally, I consider the War Powers Act to be one of the worst laws that your Congress ever voted in.

The EU cannot do such things before obtaining consensus of multiple nations and I am happy for that, as we have had a lot of disastrous decisions in our past already.

My favorite tidbit is the First World War. The Germans in Austria were gung-ho about attacking Serbia, but the Hungarians were not, and they had the power of veto. If István Tisza held firm, the war might have been avoided, maybe just for a few years, maybe indefinitely, or maybe at least Central Europe could have stayed out of it, leaving it to the German Empire and the British to duke it out between themselves.

But in a more federal Austria-Hungary, where the Czechs and the Poles would have their own vetos, that particular war of 1914 would definitely have been off the table. Neither of those nations was interested in a pseudo-colonial war of conquest in the Balkans against another Slavic nation.