You can believe it, or not, but EU is creature of most powerful Western Europe countries (Germany and France). Other countries are passengers in this train, they have rights, but economy and geography are too powerful.
That doesn't really clear up my confusion here at all. If anything, it's even more of an argument not to refer to the continent geographically as "EU" instead of "Europe" in modern times, and certainly doesn't make it more obvious why it be referred to that way when talking about the 1910s.