They have no interest in hearing what the people of Europe want and as the EU's executive branch, the EU Commission, will bully all to get their objectives enacted into law. If you vote the wrong way like the French and Dutch people did they bypass the national requirements of referendums. If you vote like the Irish did on the Lisbon treaty(more centralised federal power to EU) and reject their proposals they get you to revote until you vote yes.
The EU Commission are unelected by the people of Europe and completely disinterested in anything except their push for more centralised federal power. Essentially the same construct as the Soviet politburo. The EU Parliament, the entity with the least powers, rubber stamps by voting for or against the Commission's proposals....with broadly 2/3rds of all legislation taken in closed door meetings.
The Commission is also lauded with a minimum of 15,000 lobbyists who push special interests....the people of Europe are nothing more than a nuisance that are disdained by those of EU institutions.
The far right is growing again in all major European countries regretably as a result and anti-EU sentiment has never been higher....and I say this having lived a decade in Luxembourg which houses roughly half of all EU Institutions and have numerous friends working in them.
The prospect of armed citizens disgusts them given our violent past, we Europeans have a long and bloody history and obviously they know better
The UK has nothing to lose given their draconian firearms legislation will no doubt be the template for all the EU as they have already lost everything.
Best to simply leave the EU if you wish to avoid its wrath as a firearms owner.