The EU is an undemocratic Organisation posing as a trading bloc that at its heart intends to create a United States of Europe. It is by its essense undemocratic because the individual peoples of Europe cannot directly remove the European President or Commissioner (for example).
The power that these positions have is provided by the democratically elected leaders of each country that is in the EU. In terms of the UK, we were asked if we are happy that our elected leaders give the Commissioner and President their power on our behalf and overall people said no, we do not want our leaders to hand over power and assume we are ok with it.
Ultimately the United States of Europe can only exisit as a dictoarship; after all how do you square the fact that you have one president across so many countries with various different histories, cultures, economies, economic histories etc without actually ruling with a certain amount of dictatorial force? In reality very little could get done if you actually give the peoples living with the United States of Europe democracy as we enjoy in the UK (as flawed as that can inevitably be at times). Democracy across a United States of Europe is just not workable. The EU know this, hence why they are working towards a United States of Europe by stealth.
Also, the EU policies and leadership: at present they may seem relatively 'socialist' or 'left-leaning' etc. If citizens actually think they would want a change in overall policy, how do they get to push for this? Who in the EU will release a 'Govering for Europe' manifesto? How will it be voted on?
If i think Juncker is a right-wing nutjob, and i didn't like him or his policies, how would i vote him out? My MEP? Really?