Numerous reasons including:
1. Weak central government, all power in the hands of the state governments
2. Couldn't collect taxes
3. Couldn't regulate interstate commerce
4. Needed 9/13 to pass laws
5. Needed all 13 states to pass an amendment, difficult for everyone to agree
6. Couldn't raise an army
7. No President to run things
8. States didn't have to respect treaties of the central government
I would say mostly economic factors: common currency, common market, wide-scale trade among the countries. If one country is hit, the others will also suffer: this brings in the feeling of solidarity.
other than that, European culture is actually quite unified, with many shared valued, such as universal health care and religious freedom, yet connection to Christianity.