Franzl, why do you feel that national sovereignty is a positive? At all?
For the same reason I support federalism within countries. I support decentralization as far as is reasonable and productive. Just as I think states in the U.S. should be free to set most of their own policies, I think European countries should be able to further their interests.
And it's a lot more extreme in Europe, the EU being quite undemocratic and far away from the European people. The U.S. federal government is a lot more tolerable than Brussels.
Add to that that I also strongly believe in competition of ideas. If Spain isn't providing you what you want, go to Germany or Britain where you might get what you want.
What's good about the EU is the free-trade zone and also the free movement policy (sceptical of Schengen, but not totally against it. But even with border controls, you'd still have the right to live and work in any EU country).
There's no reason that needs to be extended to centralized policies from an undemocratic institution in Brussels.