EU doesn't actually have power to tax people, each government does its own taxation. They come up with agreements like minimum tax levels to prevent things like pretending to be in Ireland to avoid taxes in France but that's about it.

Most of the Europeans trust the government more that they trust the businesses and demand some services to be provided by the government and they all collect taxes accordingly. Some countries like Bulgaria have relatively small governments and do %10 flat tax for companies and individuals and other countries like France or Germany provide robust government services and safety net and do much higher taxation.