United States Considered A Country, European Union Is Not
The European Union isn't a country. But you can jump between different countries in the EU without having to go through immigration, work between the countries in the EU without any sort of special visa, and use the same currency anywhere within the EU. The countries that make up the EU are like the states that make up the US. And yet, the European Union isn't considered a country while the United States definitely is.
The United States of America is interesting because of all the territories that lie outside America that it controls and all the Native American reservations that lie within its border that it doesn't control at all. A map of the United States could actually be pockmarked with gaps where the Native American reservations are. Also, the fact that states can make things legal that the federal government has deemed illegal sort of goes against the one government rule of being a country. And yet, it's still a country.
Real Life Lore and Wendover Productions teamed up in an attempt to clarify the difference and figure out what exactly defines a country. There are basic guidelines that determine a sovereign country: a permanent population, a defined territory, a government, and a capacity to enter relations with other states.
The European Union fulfills damn near every requirement of being a sovereign country but it's still not a sovereign country because no one recognizes it as such. And you can fulfill all the guidelines of sovereignty, but a country's true sovereignty is determined by how many other sovereign countries recognize sovereignty.
Countries only work when damn near everybody believes the lines we draw up as borders actually mean something. So no matter how similar they are, no one thinks that the lines of the EU actually represent a country while the lines of the United States obviously mean something.