EU member states are ruled by their own governments but the EU itself assumes much of the power that would otherwise be solely held and applied by these individual governments, if they were not EU members.
EU Law is proposed only by the Commission, which is comprised of commissioners from various member states. The main problem with this is that the EU now has 27 member states. The best interests of all members are different can rarely best served by one body (commission) making laws for all. This was one of the reasons for Brexit.
The EU Commissioners themselves, are nominated for selection and approval, rather than being purely and openly elected. This system seems to rely more on closed-door bartering, rather than democratic process and has produced some poor results in the past, and more today.
Here, I'm particularly thinking of the EU Commission President, Ursula von der Leyen, who had a poor record as German defence minister, no experience at all within the EU and was criticized by her own compatriots: “the Bundeswehr’s condition is catastrophic,” wrote Rupert Scholz, former German defense minister, who added. “The entire defense capability of the Federal Republic is suffering, which is totally irresponsible.”
After that, von der Leyen magically emerged as EU President but only after an overnight intervention by Angela Merkel (who also seemed keen on overnight trips for Theresa May). This event confirmed who really was running the EU for so long.
I wonder how many Europeans (apart from Germans) knew who Ursula von der Leyen even was before she became the boss? Single digit % I would bet.