For example: environmental talk when your largest source of natural resources gets cut off is just going to compound together. It will result in high energy prices, which will make your industry less competitive and prices higher. Quality of life will fall as a result of this. But people will just blame it on something else (whatever happens to be the popular scapegoat the time). And this same kind of pattern repeats itself in many areas of life, where Europeans just ignore what the opportunity costs are.
For the most part other politicians. A vote of a constituent every few years means very little, you don't even know for sure who gets to be a MEP, you give a "preference". For the remaining time EU politicians do whatever they want and you are just expected to take it. And if your country doesn't want to, they give you a penalty.
Compartmentalization like this also allows some influence to spread more than it would in a unified information space. It's possible for a larger country to convince a smaller one to side with them on an EU level issue, while "paying" for it on a national level.
I think that because of these barriers it makes sense that a lot of European voters feel entirely disconnected from EU level politics. It's preteen met with an attitude of "Brussels decided that we must jump, so we jump." It's reminiscent of the Soviet times with "Moscow decided". (Not in the decisions itself, but people's attitudes.)
