alt Hacker NewsNorway gets all the money it wanted from offshore gas, and Switzerland from being the bank of Europe when world wars happened (not mentioning gold nor laundering). When money is handed down to you like this by geography or history, the benefit of joining the eu and paying more for others is probably not given for the population.
Yes, Luxembourg has a higher GDP per capita than Switzerland, also for banking reasons.
If anything when your economy is based on European countries relying on your banking services, being part of EU makes it even easier for said countries to pour their money to your banks.