That's the catch, isn't it? Every country wants the EU to be a unified actor on the world stage, but none are willing to give up sovereignty over their foreign

That's the catch, isn't it? Every country wants the EU to be a unified actor on the world stage, but none are willing to give up sovereignty over their foreign policy. That is why it's not going to happen. A loose alliance such as NATO is as as close as we get, at least for the foreseeable future.