Because it alienates them from their vassalizing lords, the United States.

Europe is currently stripping itself for parts for US interests. It is most in their interest to have an independent foreign policy but they're so stuck in their imperialist wager of extracting wealth from the poorest countries (using the US as the global seat for this regime) it's unimaginable to Euro liberals. They're now so culturally ties to absolute nonsense about "Western values" and xenophobia (racism) that they can't even bail themselves out of this situation.