Why is there no common European nation? There are certainly more reasons, but one of them is that no one has tried to create one. There would have been a problem with so many languages, but somewhere it has been overcome.
But a common nation requires a common history and a common story. That common history of the European nation would probably be about repelling attacks from the Huns, Avars, Mongols and other invaders from the east. It would speak of repelling Islamic aggression. They might as well talk about the heroic attempt to conquer Russia (in the 17th century). They would talk about Christianity, including denominational divisions, fratricidal wars, and reconciliation. And the steady growth of freedom and rationality. This could have been the common European story. And Irish or Italian songs could speak to our hearts as much as Moravian or Polish songs.
But the problem is that this is exactly the story that the European elites reject. And they offer no other. Apart from a jumble of insults and claims that it will be great if European ethnic groups disappear and their territories are colonised by someone else. You can’t build a common nation on that.