Why do you ask? One often encounters an argument that if I cannot make up a rationale that you consider as reasonable, then it means I am wrong. The problem is that the polarization means that neither side can rationally understand the argument of the opposing side. The fact that you don't consider the argument of these people as reasonable does not prove anything.
They don't want to become like USA, that is the easiest argument. We see how USA went the slippery slope of removing states rights and expanding federal power, people in the EU don't want that.
To prevent that from happening there needs to be a resistance to EU expanding its power, and the most effective way countries can do that is to threaten to leave.
The US seems like a success model if anything. Wonder how much better would be the lives of Californians or Louisianans if they were their own country.