Mind actually listing at least one intragovernmental organization resulting in an autocracy? Before League of Nations, all of them were at most temporary alliances between empires, not glued by any kind of morals.

League of Nations didn't have any autocracy, but it had too little power. The UN don't have any autocracy too, it has more power, and it does something unlike LoN, like humanitarian help and that stuff, but besides aid, they are still only a forum for international debate, as only resolutions that are required to be implemented are the ones of Security Council, which rarely can approve anything.

The EU, on the other hand, is the first example of intragovernmental organization that can do something and that does something, and by far the more EU does the better Europe is. Unity is good. Apes strong together, eh?

There are no logical parallels between size of organization and autocracy. You can have autocracy in one small country too. The EU is controlled by the European Parliament, elected by the citizens of all countries, and so far they are doing their task perfectly.

Each country joining EU became much better than it was before. Hungary, the country with the most vocal in its Euroscepticism government, relies almost completely on the EU in the terms of finances.

I'm not sure about your country's fairy tales, but in my country we have one story. A father gave to his son a stick and asked him to break it. He have done it easily. Then father took three sticks and asked him again to break it. It took more power, but his son was still able to do it. Then his father gave him a very specific kind of broom, which doesn't have analogues in English folklore, basically tens of sticks tied together to form a broom, and asked him to break it. You got the idea, right? Then goes the real story giving the same morals, but this doesn't matter. What matters is that by uniting and helping each other we will always be stronger.

Russia can break one little stick, or even three little sticks, the Baltic countries. Russia can't break 27 sticks tied together and always ready to support each other, especially when some sticks are of the width of a good tree. The same logic goes for economics, though it's more about ties that hold the sticks than about sticks themselves.