I'm not quite sure where a federation would differ from what we already have? Would it be a unified codex of laws? Unified economy? Unified military?
I'm not convinced unified laws will ever work due to cultural and environmental differences. e.g. Sweden isn't necessarily going to agree to Italy's ideas on trafic laws, or incarceration methos.
If it's a unified economy, how do we differentiate between the different needs? Do we all adobt Poland's health care system? If we don't, and just continues doing healthcare however we want, is it fair if Belgium needs more money per person for healthcare then Spain in the unified economy?
I can sorta see a unified military work, but that might very well just be because a complete lack of knowledge, and there may be some big differences around.
I think we are still way too different in culture to just accept anything more than what we have right now. It would just lead to massive divides like we see in USA, where massive cultural differences and differences in values are literally tearing the country apart.