I don't think its a thing exclusive to conspiracy circles. Its natural for Americans to mentally model the EU as something like the US, with the EU representing

I don't think its a thing exclusive to conspiracy circles. Its natural for Americans to mentally model the EU as something like the US, with the EU representing the federal government and the individual countries acting like US states. The reality is that that model is pretty innacurate, the EU has a lot less power than the US Federal governenment has. The EU still acts more like a club of individual nations than it does one overall government.