The "mainstream press" purposely obfuscates the EU to make it a better strawman. This allows the EU aspects the publication hates to be more easily attacked, and for it's favoured strengths to be hidden and allowed to continue.
Farage considers himself English and British, and values these groups over others. So he considers empowering either Europe or Scotland to be bad, because they are not England or Britain.
Europe can't become a nation until it has a lot more self-identified nationals. The UK is actually an interesting example of the kind of empire-country that the EU could aspire to become.
Relatively few people in the UK primarily identify themselves as British. More see themselves primarily as English, Scottish and Welsh. But for most of these people, it doesn't stop them also identifying as British. (And let us not forget the Cornish, Manx, Orcadians, Shetlanders, Jèrriais, Guernésiais, Auregnais, Sercquiais, Northerners and others who may comfortably hold a stronger local identity as well as a weaker British one.)
Similar regionalism occurs in most European countries of course, though perhaps only Belgium and Spain rival the UK in this way. (Belgium is perhaps a good example of the EU in miniature. In the last 15 years it has twice gone around two years without an elected government, yet it's machinery of state and local governments have continued to govern.)
In the cases you raise, "decentralisation" is indistinguishable from nationalism. They are examples of people wanting to be governed as a smaller group than they are currently, and that group is a nation.
Kings have power over people, wizards have power over everything else?
"Nobody could look at a map of Europe in 1 CE and predict where all the borders will run in 2025 CE. " The Roman European provinces of 1 CE (and the national boundaries at the time) have pretty similar borders to the major states of 2025 CE.
Even with the Hapsburgs ruling Austria for 700 years, afterward it still chose to became part of the German state in 1918-9, and it willingly did became part of the state from 1938-45. If the Soviets had decided to merge East Austria with East Germany, there's every chance the same would have happened in the west. (Britain wanted Austria to merge with Bavaria). And then if not for the EU, the Austrian state of our timeline may well have joined Germany after the fall of the wall.