A lot of people in Europe don't believe in democracy and that "important" decisions shouldn't be left to the people. That people are stupid, and will never vote to advance things. So other methods must be found.
This comes from a series of disappointments: that the formation itself of the EU in the first place was rejected democratically, that the establishment of a mostly pro-forma EU parliament was rejected, that a lot of projects were rejected, that the outlawing of free plastic bags at supermarkets (for the environment) was rejected ... the list goes on. These democratic decisions were overridden and many see them as great accomplishments. They certainly make life easier, but one might criticize that they only make the life of the rich easier : people who get more advantage from being mobile in Europe and don't get destroyed by the mobility of cheap labour (e.g. from Poland). Without this antidemocratic behavior there would never have been a Euro, or open borders.
I personally just can't bring myself to believe that the people who have advanced things have anything but their own best interests at heart ... And there are other major criticism of these "accomplishments" of the antidemocratic measures. Frankly the EU state can rightfully be called undemocratic and it is true that, to put things mildly, it is pro-business and anti-working class. I would agree with the assessment that people who think that placing an undemocratic super-state above the country governments in Europe is going to help them are deluding themselves, to put it mildly. I feel like this state could very easily either fall apart, or worse, turn into tyranny. Technically it already is tyranny, but it is not felt like that by those part of the upper middle class (ie. "skilled labour"). It is most definitely felt by manufacturing workers, or tradesmen, shopkeepers or shop assistants and the like. Since more and more people are feeling the unpleasant side of Europe, this seems likely to get worse over time.