In France they did ask.
In 1992 there was a referendum about Maastricht, where the 'yes' had a tiny lead over the 'no'. In 2005 the French people voted a resounding 'no' to the European consitution , so did the Dutch if I remember well.
EU then modified minor things and renamed it the Lisbon treaty, which has been ratified by parliamentary procedure.
So even when people opinion is being asked, it's completely circumvented.
It is very clear that EU has never been about building a democracy, those that believe that are very naive.