Ok, well I'll try and explain it.
I think that my country is the UK, that my countrymen are my British brothers and sisters. That's not to say I hate anyone outside the UK or would ever think they are lesser or treat them less well. Hell, I married someone not from the UK, and her family are my family.
But regardless I see the nation state as the natural unit of statehood, We vote for things here in the UK, those people decide over what happens here. The people who live here get to vote, etc.
Somewhere along the way, that seems to have got muddied. Instead of us electing people who oversee what happens here, we elect people we send abroad to argue, outnumbered, with foreigners who ultimately get to decide what happens over here. I'm not a fan of that. I believe there is a direct link with elected representatives and their proximity to their electors in terms of accountability. I actually correspond with my MP quite a bit, I know their name and who they are, and that they represent 1/650 of our parliament, and I like that.
I can imagine your face reading this, and thinking "what does the Queen have to do with that?". Well, we British have had an odd relationship with our royalty, at times embracing them and then at other times having them killed. I think Liz II is the best monarch for centuries, mainly due to her hands off approach (borne out of necessity, I grant you that). But if she weighed in now I would listen. And I guarantee you a lot of other British people would also listen.
So I hope that goes a ways to explaining it. I didn't copy/paste all that, I actually typed it out at 12:30 so I at least hope you read it with the goodwill it was intended ;-)