probably the most time consuming project in the game, but probably the least realistic so I guess it works out
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I mean, in 1925, Edvard Beneš was in favor of the 'United States of Europe', so there was already some (very) slight leverage for the concept of the EU.
Edit: What I said isn't trying to change the fact that the EU was probably more unrealistic than other alternative historical events, but I'm saying that it was possible.