I most certainly do, and the referendum never gave us the option to vote for it.
A federal superstate based on the USA model would be perfect. An EU elected President, a fully democratic EU parliament, a system of state parliaments based on the regions, EU armed forces, a powerful central bank, a single currency, freedom of movement across the EU with a hard external border, an EU immigration points based system, universal EU healthcare, a single tax system, a unified education process, a single EU welfare state, integrated transport links and a focus on growth across the EU not just small parts of it. Luxembourg to be the superstate capital with other capital cities reduced to state capital status, freedoms for disparate minorities protected by EU law, EU wide trade unions, a coming together of peoples from different backgrounds who still have some autonomy over local affairs, EU wide political groupings and a proper EU constitution and supreme court.
In fact it would be making the EU everything the UK currently is and has been for hundreds of years and just like the English, Scots, Welsh and N Irish identify as being British, then those same people along with the French, the Germans, the Slovaks, the Poles, the Finns, the Estonians, the Dutch etc would all in time identify as Europeans.
It could be the greatest Democracy the world has ever seen, but fish.