Or lets the local government or whatever party say "ohhh how wouldn't we have increased your well-being if not for them darn Europeans so just elect us one more time then we'll show them for good". And this line works so well, regardless if the respective party did or tried anything on the European level or not. It's the cultivated helplessness in some circles, that EU was some remote and abstract place where "things" happen and no one, not even your own representatives there, can move an inch. Same whether you're German or Luxembourgeois, it's the ideal material for promoting your own party and keeping the voters dumbed down.