We (America) made the decision for them. The EU's member states were either:

1. Explicitly designed as client states for the US

2. Explicitly designed as client states for the Soviet Union, with alliances switching over as the Soviet Union fell apart

3. Great Britain, a country whose electorate would probably only reconsider rejoining if the EU agreed to explicitly become British client states, because the only thing Britain hates more than France is those dastardly American upstarts[0].

The reason why this persists despite an openly hostile American president is the fact that the EU has no real alternative. The EU has a shitton of internal political distrust between member states, and the US was offering a lubricating alternative: "Just trust us." Politically distributed alternatives require balancing coalitions that are far more fragile.

[0] The history of European anti-Americanism is extremely fascinating, because it's effectively a Reactionary meme - as in, "wanting to restore the Ancien Regime" Reactionary, not "funny way to say Nazi Party member" Reactionary. And yet it's jumped across so many incompatible political ideologies that the average European probably had no clue why they hate America until Donald Trump gave them a good reason to.