If you mean like the possibility of the EU literally becoming a single state, and then the same thing happening over and over until there's only one world government system, then yes, I think that's bad.
But I think the world right now is in kind of a contradictory place as far as that's concerned. You have the EU on one hand, and breakaway rebel-types on the other: Kurds in Turkey and Iraq want their own state, Chechens in Russian want their own state, the Kosovars just declared independence from Serbia, etc.