Nor can Switzerland. And still it is one of the best country world wide both in term of living and economically.
Distributed federal power like Switzerland trades quick decision making for resilience.
If it might look up 'messy' on the surface, it is in fact a quality. A very valuable one in fact: because it is exactly what prevent fucked up like Trump to happen in the EU.
But the EU foreign minister can be contradicted by basically any country president/prime minister or their foreign ministers if it says something that is not aligned with every other EU member.
Then you are misinformed.
Because it happens continuously.
Canton executive argumenting again "conseil fédéral".
Local Syndic (Mayor) arguing against Canton decision.
Local parlement trying to address or delay legislation or arguing against Berne ones.
Just open a random news paper.
This is democracy, like it or not.
In your example, the mayor can criticize the canton decision, but he cannot do anything about it. That's the difference.
And what good does it do? The EU cannot speak in a single voice - there is no foreign minister, no defense minister, no whatever minister.
Like the EU foreign function: you have a person claiming to be the EU voice, and then you have the foreign ministers of every EU member that can just say whatever they want if what the EU voice says is contrary to their political game in their own country. Same for the other functions.
Being less federalist is not better, it is worse. The EU does not speak in a single voice in any domain.