I doubt that adding an additional European layer without a clear view of who is in charge with what instruments and for what objective will advance the issue. While modesty is advisable in the context of macroprudential ambitions, monetary policy has the more stable conceptual framework.
President Klaus believes in culturally or ethnically homogenous societies as opposed to multiculturalism. Therefore a Parliament can only be legitimate at the level of a nation, which does not exist in Europe. As a consequence supranational institutions are not democratic.