EU citizenship was established by the Treaty on European Union [1] in 1992. While EU citizenship is different and additional to national citizenship, it does exist in law.
> Revoking someone’s citizenship is hugely controversial. The Universal Declaration of Human Rights enshrines having a nationality as a right, forbidding countries to arbitrarily deprive someone of it.
It seems to me that if I were an EU citizen, the EU would be the ones who had to remove my citizenship, and that would be a very controversial step. I don't recall long winded speeches in the UN denouncing the EU for forcefully removing the citizenship of millions of people, which leads me to think that it's not a "real" citizenship.
The UDHR, Article 15, says that everybody has a right to have nationality and can't arbitrarily be deprived of nationality. The EU is not a nation and nobody has an "EU nationality", so depriving somebody of their EU citizenship doesn't violate Article 15. People in the UK retained their nationalities.
Sounds like you figured it out. Germany and Nigeria are nations, the EU is not. Appropriately, Germany and Nigeria are represented in the United Nations, while the EU is not.