I think you'll find most boarders are our 'cousins' across the pond.
Common Market huh? Try United States of Europe, and you might be closer to the truth. There's even talk of speeding up creation of a joint military force now we're out of the way. That's yet another road we're just not willing to go down, so we're well out of it.
Membership of the EU is fine if you don't mind being part of a political, military and monetary union of (ultimately) 40-odd other European countries. But if you value your sovereignty and direct democratic representation and accountability, it's not the place for you. Greece is a good illustration of what can happen to ya if ya don't watch your back. Who's next? Italy perhaps? They've already had a taste of direct rule by so-called 'technocrats'. No thx.
If you think Francois Fillon is the only case of brazen corruption made possible by lack of fiscal accountability, then think again. How many years did the auditors refuse to sign off their accounts? Wasn't it something like 20-odd? How many €billions have been squandered in corruption and vanity projects? We'll just never know.