So the EU is basically the "United States of Europe". Remember, the US is a bunch of independent states (NOT provinces) who pool resources for the sake of defensive and economic convenience, just like the EU. Technically, the Feds are supposed to have very limited powers.
The situation in Colorado is analogous to The Netherlands explicitly declaring something allowed that the EU councils in Brussels have explicitly declared disallowed. One authority claims it's OK, the other claims it's not OK, and the citizen has to choose which authority they trust and/or fear more.
Well considering the EU has no guns, no army, no police force[1], no courts for people, and no prisons and the Netherlands does, it's obvious which to trust.
EU law binds countries, not people. If a country does something that goes against EU law (which happens all the freaking time), then you can sue the country in the EU courts to get the country to change the law. The EU isn't able to arrest you. And regardless, it's the national law is the only real law. EU law is just what a country is supposed to do.
[1] There is Europol (European Police Office) which is only for aiding cooperation between national police forces. It has no powers of arrest, and (most tellingly) it only has 800 staff for a population of half a billion people.
I'd definitely agree that, at least for the moment, the EU's powers are much weaker than the US's powers. I think it involves the EU member states being much less compatible and much more storied than US member states, and also the EU as an organization being much younger.
I believe it's evident that when you fly a bunch of groups under a single banner successfully for a long time, what starts as a loose, powerless alliance with only administrative activities (as the US was originally conceived) eventually becomes a very strong central power apparatus (as the US has now become).
Maybe it'll be different in Europe where the member states have so much independent history. Everything out here was basically a blank slate before it was annexed by the Union. In the relatively few places where this isn't true, there is much stronger anti-federal sentiment (the South, Hawaii). I guess New England is anomalous regarding anti-federal sentiments because I think it has always thought of itself as the most influential power in federal governance.
The situation in Colorado is analogous to The Netherlands explicitly declaring something allowed that the EU councils in Brussels have explicitly declared disallowed. One authority claims it's OK, the other claims it's not OK, and the citizen has to choose which authority they trust and/or fear more.