I agree that an idea of collective identity has merits, as it allows solidarity between different kinds of people within a certain frame. But that doesn't have to be the classic national state.
Oh, I totally disagree that Europe is the most diverse continent on the planet. There is arguably much more diversity in the national state of India, or on the African continent. I guess it's only outgroup-homogeneity-bias that makes us think other continents are less diverse -- and this requires the realization that we in Europe are somehow closer to each other compared to others. When you take similarities for granted, you don't see them clearly and the remaining differences appear bigger than they actually are.
And in fact, when I look at other cultural regions/civilizations, such as the Muslim world, East Asia, sub-saharan Africa ... it seems obvious to me how similar we Europeans are to each other, compared to these other cultures and regions. We are all Western. All our national cultures are based on Greek-Roman ancient heritage, Christianity and later Enlightenment. We share the same political values since the fall of the Iron Curtain. We all watch the same movies and drink the same Coke. Considering this, the cultural differences between different EU countries seems rather superficial to me.
At least that's my impression about Germany, France, the Netherlands, Spain, Italy, UK and Poland ... but I can't imagine Romania and the Balkans are totally and fundamentally different in these regards.
So ... you think diversity is a problem when the frame transcends the national state, but you think even extreme diversity is no problem within a national state? How so? If diversity makes a European frame unfeasible, why doesn't it make a national British or Spanish identity unfeasible as well?
Don't get me wrong, I'm not in favor of replacing national or regional identities. I just don't see why adding another layer is a bad thing. I'm a proud Berlin citizen and love my home city, but this doesn't stand in the way of feeling German or European as well, for me.