Europeans are increasingly associating with Europe over an individual country. US citizens have been doing this for a long time. They are citizens of the US before the state they reside in.
This data seems to suggest something completely different than that people are associating as citizens of EU instead of citizens of their respective countries.
93% of respondents are correct in that you become an EU citizen automatically by living in an EU country, and 87% "feel" that they're EU citizens.
I am not saying that European citizens are saying they are saying they are European over their nationality, but that the trend towards a European identity is going up over time.