The way the EU differs from national systems in that the EU is compartmentalized. The different languages and cultures mean that ideas, information, and politics doesn't flow freely. If you care about a specific policy then not only do you have to convince all the voters in your country, but you'll have to convince people in a dozen other countries that speak entirely different languages too.
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.)
