For me, it's pretty simple: as governance moves further away and becomes more opaque, people feel disenfranchised (because they are), corruption massively increases (the centralized monies ever increasing with procedures so distant and complex that a Federal Europe is a corrupt politician's wet dream) and governance itself becomes worse (the distance between the individual citizen and governance decision mechanism is huge) or indeed secondary (politiking at the federal level will increasingly dominate and push real needs and governance off the agenda).
This central identity and being part of Europe is fine at a personal and national level when it means respecting others and working together. It is also fine at a trading level when it benefits both parties by removing red tape and overly bureaurcratic mechanisms (of course, we have seen the opposite happening...). But, it is not fine when it means rewriting European boundaries of nation states and political ownership by the electorate in said nation states. For example, whatever the rights and wrongs of Greece, we have seen that the nation state was unable to forward their political agenda and the citizens voice was crushed by banking and political institutions outside of that nation state - this is wrong. It empowers bankers and institutions, and as we saw in that case private sector debt was socialized while private sector profits remained corporatized - totally corrupt, the banks get richer, the politicians that enable the corruption get richer and the individuals have their pension money taken away and lose jobs and get poorer.
Local governance, citizen engagement, highly visible checks and balances are always preferable to distant governance, a disinfranchized citizenship and complex/opaque regulations/laws, that is unless you're a corrupt politician, a faceless institution or a corporate lobbyist.
We will not be allowed Brexit, and we will be totally fuked from here on in. &, yes, it is the fukin Fourth Reich...