Do you get a vote over antitrust regulations enacted by your own government?
You usually vote a party which might (or not) have a high-level guidelines over a few select policies, but otherwise trust them to make the best decision based on how their political view matches with yours.
You elect EU parliament member the same way, and you are free to vote otherwise if you do not like their work (and yes, the actual effect of your individual vote is statistically irrelevant, just as the vote for your own government).
Besides, the point is moot, because parliament members tend to group themselves based on shared political views, rather than by country.
That countries with more population should have more representation and more weight in the decisions, to me makes sense.