People expect EU to do much more that EU can do by design, EU is bunch of sovereign states that coordinate and only some of those states have considerable military power but even those countries politics wouldn't allow much. AFD is pro-Russian party that is the most popular political power in Germany which means EU doesn't have the power and Germany is divided and this goes for almost all countries. Just recently in Bulgaria(which sent substential military help to Ukraine in early days of the war) the pro-Russian political power won in a landslide and today they announced that they cut all the support for Ukraine(they will keep selling though).
EU isn't the thing many people believe it is.