The EU is not a superstate. Therefore it does not (for example) have a common foreign policy. It doesn't even have a common defence policy, as Ireland is neutral, as is Sweden (at the moment.)
I find it odd that people are confused by this, but the EU is basically a club, it does not dictate to members except in the relatively narrow range of issues where members have decided there should be a common minimum standard. (E.g. food standards.) If you're in a golf club, it doesn't tell you what house to buy. It might, however, require you to wear a jacket and tie in the clubhouse and require you to pay your bar bills on a certain date,