I mean if everything were perfect i'd want some world federation or something but that's not happening
I think EU federalism isn't extremely far-fetched but it'd have to be a very slow process, and obviously there would be a ton of pushback.
I guess one could argue that the EU is already a superstate but a deeply decentralized one, a confederation or something.
EU does have some country like characteristics such as ability to make laws, common currency. But also lacks some key ones like no common army, no ability to raise taxes (revenue comes from national taxes countries remit just like members of UN all do only much higher amount), no exclusive citizenship (yes there are EU passports, but they still mention country and also there isn't anyway to apply for EU citizenship, instead one who becomes a citizen of any member state becomes an EU citizen), immigration laws for third countries separate. In many ways it is a unique hybrid as has far more power than any other international organization and has some country like characteristics. But at same time lacks some key ones and is pretty much more decentralized than any existing federation. I guess perhaps has more power than UK does over British overseas territories, but if you look at other federations like Canada, US, Mexico, Australia etc, they all have national armies, all national governments have ability to directly raise taxes.
I think real problem is while most Europeans are proud to be European, they are loyal first and foremost to country from and European identity is secondary. By contrast in US, most are American first and state second and usually what people identify as first is key. Heck even EU, you have some regions where many want to break away from existing country, see Catalonia or when they were EU member had Scotland. So its not like all 27 members are 100% united. Some are, but some are not.