There are obscene amounts of money involved in financing anti-EU marketing. The European unity is a thorn in the eyes of Russia, the US and China. A (reasonably) united Europe is the fourth major player on the global scene. 27 individual states aren't influential by themselves and are much easier to be influenced.
This is the reality of this.
For larger countries is much easier to deal with Europe when it's a bunch of small countries butting heads with their neighbors.