Last week was a good but sad example of this; you are wrong but in a way that does not bring me joy.
The leftist government of Spain decided to grant citizenship to 500k illegal immigrants. The EU has nothing to do with it and is not involved.
So yes, the European countries themselves, with their own voting behavior, are creating these problems, and not some faceless bureaucrats in Brussels.
Maybe they are easier to blame than the idiot next door who votes for gips me dat, I don't know.
The ironic conclusion of this thread is that maybe the EU should take a bigger role than the member states in these issues.