You hit upon the "locality principle of representative democracy": the more non-local elected representatives are in their excertion of power, the less oversight by the electorate. EU Law is seperated from the electorate by multiple layers: electorate > national parties > national parliament > national government > Council of the EU > European Parliament > European Commission > EU law

Each layer dilutes democratic input and accountability. By the time you reach EU law, the average voter's influence is homeopathic at best.

Localists would argue since a federation is highly non-local it shouldn't even be attempted because it leads inherently to non-representative centralisation of power.

This multi-layered separation explains why EU citizens feel disconnected from Brussels decision-making. It's a game of democratic telephone where the message gets garbled with each step and the centralist power machine inserts its own interests.