From an American standpoint, it does seem European states seem fatefully drawn to the very kind of supranationalism that has done them far more harm than nationalism itself ever did.
What manner of supranationalism would that be?
With the exception of the Austro-Hungarian Empire, which was a multi-national dynastic union with quasi-federal representation of the many nationalities under Hapsburg rule, every other major continental empire that I can think of was designed with a colonial nationalist master-state on top, which suppressed and extorted heavy tribute from subject peoples at their expense in the numerous client provinces.
That’s not supranationalism and again you attack the actual principle which is part of Catholic doctrine.
The Russian Empire was structured to benefit Russia as it’s imperial master; the various German Empires to benefit Germany; the Swedish Empire to benefit Sweden and so on, just like the overseas British Empire (and it’s European colonies like Malta and Gibraltar) was an edifice built to enrich Britain at the expense of natives in the colonies.
That’s a form of aggrandized nationalism, with a nation-state at the centre exploiting foreigners whom it rules. Protectionist, isolationist nation-statism is another form, and neither are endorsed by the Catholic Church.
Only the Hapsburgs lacked a national identity at the imperial level which had expanded to dominate other, subject nationalities.
These empires were therefore “nationalism” in it’s absolute worst form (huge super-nations fat on the largess reaped from their extorted, oppressed territorial holdings) and yes, their fatal competition between each other, industrialization and arms race, not to mention territorial disputes from within and without, did much to provoke the First World War (along with little nationalist Serbia whipping up ethnic unrest in Austria-Hungary).
Out of all the empires of the 19th-20th century, if you need to compare it with something, the EU is most akin to Hapsburg Austria-Hungary, a multi-national union, in asmuch as (contrary to your rather unfortunate Germanohysteria) the EU is not a “German union” or a “French union” but rather a union with a supranational European identity governed by European institutions based in Brussels which stands above the nations and limit their sovereignty by their voluntary delegation in certain areas, just as the Hapsburgs had the Catholic dynastic identity based in Vienna.
Prior to it’s collapse, the Vatican supported the Hapsburg Empire and indeed Catholics continued to pray for the health of it’s Emperor in our Latin missals for decades after the collapse of the Empire, until Vatican II removed the obligatory prayers for the Holy Roman Emperor during the Easter exsultet - including the missals used in the republican United States at this time, I will add.
Indeed, it’s last Emperor during WW1 - Blessed Karl of Austria - was posthumously beatified by our church (while his son Otto Von Hapsburg became an MEP in the European Parliament). You forgot this I take it?