>> Nationalism is an ancient mentality
In some sense, maybe... The foundations are ancient. But...
The "world order" where the globe is divided into nation states is quite new. Before that, multinational empires were the dominant mode. We tend to think of west european empires as the canonical: french, british and spanish. These empires had clear "home countries," so the dynamic was "nation ruling other nations."
Other empires were more ambiguous. EG the Austro Hungarian Empire & the Ottoman empires. They had capitals, centres of power and such. But, geographic and ethnic national boundaries were much fuzzier within these empires.
The border changes, forced migrations and ethnic cleansing that created the modern nation state world happened mostly within the last 100 years. Take Warsaw, for example. Before WW2, ethnic Poles were about 50% of the population. Jews & Germans were the next biggest groups. This was typical of european cities. After the war, Warsaw and Poland within its new borders was/is >90% Polish. Also typical. Meanwhile, countries like Yugoslavia, Czechoslovakia, Northern Ireland & Belgium that didn't fit into the "nation state" template were pretty unstable.
The USSR's dissolution pretty much cemented a world order where nation states dominate. That's recent.
What you are advocating for is, by some definition, the establishment of an EU Empire. Maybe a democratic empire is possible, but we don't really have example to draw on.