That's... how EU works, intentionally? It's a decentralized union more or less, we're still independent countries with our own laws and what not, each country have their own command and control structure for their own military, on purpose.
Specifically, the problem of how those states can individually choose to plug their forces into a practiced system of military coordination.
Today, they can do that with NATO, but if they want an alternative, it doesn't exist and it will be difficult to build.