Because we're idiots with European inadequacy complex. If the European Union says "jump", we'll be the first lemming off the cliff...

It is exactly the same in Portugal.

There are 2 differences between Spanish and Portuguese:

1. Spaniards are a cheery bunch. We are blue, blue, blue (not blue enough for the times, though).

2. Portuguese do understand that Spain and Portugal are very similar. Spaniards fail to see the bloody obvious.

The only reasonable union (in cultural terms) that I can think of is not the European Union. It is Confoederatio Iberia.