No, there is no collective will indeed. This is not some democratic deficit, but the very object, the very rationale for democracy. There is no collective wil because we are not North Korea. European democracy is made up of individuals. We are all different, with competing, sometimes conflicting and sometimes conversing wishes.
Outside of the ant colony and communist propaganda there is no 'unified will of the people'. See, to me, that is totalitarianism, the wish for a state that represents some imaginary unified will of a people. Give me liberal democracy and individuality any day, and bless the EU for spreading and protecting it across this cursed continent.
*doublechecks Andres' pockets for any remaining coins*
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