@ Invictus: The reasons for which normal treaties are not enough when you want to manage a union is that treaties have easy ways out. Look at the USA under the Bush Jr. administration: they had a problem with the nuclear non-proliferation treaty? They dropped it. They had a problem with Geneva conventions? They dropped them. Etc... Try to drop the EU once your currency is common, your market is common, citizens of all countries are all over the place and on top of that you would also have to pay HUGE amount of fees...
Chrispminis is right: the EU is not about common identity, it's about reaping the pragmatic benefits of co-operation: within the EU, Greece, Cyprus, Italy and Spain had much more "cultural identity" in common with Morocco, Tunisia and Lebanon than with Sweden and Denmark. Finland and the Baltic Republics much more with Russia that with France. UK much more with USA than with Portugal or Czech Republic....
Europeans are building their "cultural identity" as Europeans only recently (although of course all of the EU countries have interacted for centuries and have exchanged knowledge, foods, traditions and habits along the millennia).
As samazing said, it is not about denying the differences in ethnic and religious identity, but acknowledging that they cannot be the basis for the constitution of national states... The idea of "ethnic pureness" in a country is an aberration boosted by the nazis, and then - sadly - followed up by former Yugoslavian republics, Rwanda, Burundi and a few others. The simple fact that in order to achieve said "ethnic pureness" one has to embark in a "ethnic clearance" should be a demonstration of how this idea has nothing to do with the reality of the planet.
As for why the EU referenda failed, the reasons are many: 1) propaganda from people in power in individual states 2) people opposition for the undemocratic structure of the EU 3) fear of a country's specificities not being considered at the union level 4) difficulties in agreeing on the share of powers between 27 countries with very different populations, GDP's, solidity of institutions, etc... 5) Etc...
I personally believe that in many countries the EU "constitutional treaty" was presented to people as "ineluctable", pretty much as the nomination of Hillary Clinton was presented as "ineluctable" to the Democrats... The fact is: people is less dumb than their governments believe, so French and Dutch people sank the treaty, and Democrats nominated Barak Obama.