Feeling European? I'd rather die. Why should I feel more sympathies with Estonians than with Congolese? Why should my money help those countries develop and not African countries? Estonians and me do not share the same value(they're officially celebrating Waffen SS every year), do not speak the same language as me (while Congolese do and thereby help promoting our culture), do not have the same economic interest and have never been linked to my country in history.
That is a very good question, and the answer is clearly not race, as you point out below.
I think it is fairly clear that Europeans share more values with other Europeans than with Africans.
By and large, we accept capitalism, with some government intervention, and a level of taxation somewhat higher than in other places in order to have some sort of social safety net.
Socially, we have similar (compared to other regions of the world) attitudes towards women, children, people of different race or different sexual orientation.
I am happy to write all these values (especially the economic ones, where we are closer) into a common set of laws, and argue about the details continent-wide.
I am happy to debate if the right size of Government is that of France's or Britain's (personally, I welcome the influence of the more free-market countries like Britain or Netherlands in the economic discussion), and harmonize to some degree our taxes and regulations so that we have a fully developed common market for services, financial transactions and others.
It reminds me of the quarrels that the federalists and those advocating for state rights had during the founding of the USA.
Do you imagine if the 51 states in the USA each had its own currency, central bank, army and set of regulations?
They would probably not have a GDP per capita (on average) exceeding that of almost every European country.
With that said, it is probably true that we (as in "most of the Europeans") are not fully ready to take most decisions at the European level yet.
But I think aspiring to is in our best interest.
The only common point between all EU state members is that their population are WHITE SKINNED in their majority. Which shows that the EU is simply a racialist construction that fits into the Clash of Civilizations theory. The hell with it.
As I explained above, I disagree with race being the only common point in the EU, but if that were the case, then I'd fully agree with the sentiment of "The hell with it"