People are tribal by nature. They will get into fights because their neighbour supports the "wrong" sports club, and you can extend that up to any level. Within a country there's city vs city, city vs countryside, and above country level there's EU vs US, or "the west" vs "the east".
People group together with others that share certain cultural values. Ever since borders, passports and standard languages have been the norm, this has only been reinforced.
I don't feel culturally similar to many other European countries, most notable Hungary, Poland and some other countries that have been sliding towards the far right. I wouldn't want the people who voted Orban into power to outvote me, either.
Grand unification of humanity is a good ideal, one we should work towards, but it's not something that will be possible within our lifetimes. There are very practical reasons against the North American Alliance; for example, Canada has socialised healthcare, while you can't even get the suggestion off the ground in the US. Such political differences don't just disappear.
I don't want a European superstate because I disagree with most people that would live in it. My ideals would no longer be represented by my government. I think that's enough reason not to go for complete European unification. Opinions can change, so maybe some day we can all agree, but with Hungary fighting the free press and its people cheering Orban on, I can't say I expect this situation to change any time soon.