Oh and about the Romans and their allies: they didn't have any really. They either conquered them or betrayed them.

Our American friends tend to view Europe as a country or a Federation at least. It is not. It's a continent with 50 different countries of whom 27 are in the European Union speaking at least 20 different languages ruled by political parties from every corner of the democratic spectrum. For 40 years Europe was divided by an Iron Curtain and lived in a constant fear of the opposing side of this possible front line. Most of them suffered greatly for having fought out 2 World Wars on their soils.
Conclusion: expecting a common pan-European foreign- or defence policy on the short term is an non-existing because of the different (political) culture each sovereign country has. Second: there is no common enemy or willingness to project economical power by military force because of the violent past. Third: a lot of EU members are on the brink of bankruptcy so their priorities are elsewhere. Fourth: have you seen our newly appointed President of the European Council?