Simples as the meerkat says, it's because it is institutionally undemocratic. The people are seldom consulted and, when they are, if they come up with the 'wrong' answer ie not the response the political elite want they have to vote again and again until they come up with the 'right' answer. All important decisions are made behind closed doors in meetings that only the political elite, and I include in this group the policy making officials of theCommission, and the highly paid skilled lobbyists paid by big business can attend.
Politicians hate elections. They might lose their well paid jobs and the huge social status the letters MP or MEP confer as well as regular invites to Buck House to meet Her Maj. Their wives love that and the opportunity it provides for new outfits, hats etc. Politicians hate meeting us ordinary plebs that is unavoidable during election campaigns. Look what happened to Gordon with Mrs Duffy. Interviews with Paxo, Humphries, Nick Robinson and the other highly paid media 'stars' are easy. They are as much part of the elite as the politicians and are very predictable. The politicians know their style and line of questioning they will pursue. They also have the ultimate sanction over the journos. If they become difficult they no longer are invited to the cosy off the record briefings and no one is made available for their chat shows. The journo is left to swing in the wind and soon disappears from the political scene to be replaced by a more compliant scribbler.
The EU with its party list system and d'Hondt voting system ensures the political elite in all parties are returned in election after election. Its only once every five years after all! All MEPs and MPs believe they are good, hard working and able democratic represenatives. Hence they sincerely think they are underpaid and therefore 'entitled' to supplement their self perceived inadequate income from other sources, expenses, big business consultancies etc. Its a slippery slope leading to banana republic political corruption.
Note that as the expenses scandal receeds in the public memory talk of giving us plebs the right to recall our unsatisfactory MPs has mysteriously disappeared. So we in the Yeovil constituency have to put up with a man who tried to fiddle £40k out of the public purse for his live in boyfriend for another two years. The EU has not even thought about such a recall system. Possibly a criminal convistion would remove an MEP but then the next on the list would step in so no new election there either.
Big business controls the EU via its army of lobbyists. There are of course bungs to MEPs, MPs etc for their election funds which often mysteriously disappear into their private bank accounts but its the lobbyists that get most of the money and who are far more effective than the powerless MEPs. Its different in Westminster where MPs can initiate legislation or get cash for questions asked in the Commons. This is not so in Brussels where legislation can only originate from the Commission so the lobbyists concentrate on the those at the top of various commission directorates. Its all done behind closed doors and we only hear of it when the proposals are put forward to be rubber stamped by the MEPs. Even then the lobbyists watch closely that they vote the right way. Voting is very fast and very boring but if you watch closely and they show a wide angle shot you will see an army of people sitting in the gallery ticking off how individual MEPs vote. These are the big business lobbyists and that's as close as Joe Public gets to them.
Its brilliantly described in Colin Crouch's book Post-Democracy but it might well cause UKIP old Tories to foam at the mouth and seize up.
Its all helped by the way Euro civil servants career path works they go up the ladder from private industry to government and back to the private sector and when in the public sector they advance the interests of their future employers. Its not at all like the UK career civil servant. Its a corrupt system.
So there it is best beloved, a system where big business controls things to maximise its profits and no outsider can ever pry into what is happening. A system where intellectually limited professional politicians take any flak that is going in return for their little bungs and regular ego massage. A system served by a compliant government controlled media aka the BBC. No wonder they don't want the UK to leave!