There is a big difference between a United States of Europe and the USA. The states of Europe are, and have been for some time, sovereign. Lonewolf will correct me here but, the land that is occupied by the American States already belonged to the USA, which had claimed "from sea to shining sea". The States merely gained statehood as they became viable. Only two states gave up sovereignty; Texas and Hawaii. The secession of the south was illegal, because they were taking possession of something that had never belonged to them; i.e. the land of the United States.
This is something that I think a lot of Americans don't understand when they can't see our objection to a USE.