I am all for giving more power to the local governments. The more local it gets the better. That being said at least on a country level there are people who speak the same language and are brought in somewhat similar culture. There is much bigger chance the laws are going to be acceptable for me if they are made by people who live here, know our history and are brought in our culture.

For example after 45 years of in-fact occupation by the Soviets people here won't easily accept censorship and wrong-think laws. Those things are too fresh in memory. It might be easier for our politician to vote for that in EU parliament when they are safely away from home (they didn't from what I understand) but they would think twice voting for it here.

Another thing is that people follow country level politics much closer than they follow EU politics which seems to be very detached. What usually happen is "GDPR got voted in EU, we need to adjust our laws" without any kind of public discussion about if we even want that law to begin with.

It may work somewhat better in USA where at least there is one language and some common element in education system (history, civics etc.). Here it just seems that People's Party Committeein in Brussels is making up laws and we are supposed to just accept it.