The people of Catalonia vote on whether they are willing to fight for their independence. The people in the rest of Spain can vote on whether they are willing to force that fight to take place.

An EU vote on Brexit would make no sense, as one or more of the countries would have to withdraw from NATO in order for a war to occur. The unlikelihood of war among NATO members is probably one of the reasons why exit procedures exist in the first place--the other notable reason being that some countries never would have joined in the first place, if they thought they would have to fight their way out.

Spain, on the other hand, has apparently never been shy about fighting Spaniards. It might be appropriate for Spain to hold a vote, but only to show Catalonia what it may be up against, and a "no" vote gives the national government a mandate to be brutal. They can, of course, be just as brutal after a "yes" vote, but the propaganda budget would be higher.