I have not yet met an analysis that would explain why a huge governmental body to politically rule the entire Europe would be a good thing. Historically, realms that have been patched together from previously autonomous bodies have not done too well (I would appreciate counter examples). Most successful large systems grow organically and with time or are forced into a unified whole by a huge effort at control. And th…
We have four components with varying levels of autonomy - Scotland arguably being the most "independent" as we have our legal system, education system and parliament here in Edinburgh.
As other poster note - Scotland and England are themselves the result of joining together once independent parts into units that last pretty well - Scotland goes back to the bit 9th century and some of the component parts of Scotland go back to the 6th century (though things get a bit vague by then).