I'm basing my statement on various studies that have looked at the rationale behind people voting the way they did. Once again, it seems as though you poo poo people studying things, seemingly in favour of completely untested heuristics.
As for your comment on Juncker, I'm afraid it betrays your knowledge of just how the EU works. The lower house, or European parliament, is where your MEP sits. You elect these. Above them in the upper house is the Council of the European Union. This is filled by ministers from member states, so again, you elect these. You also have the European Council, which is filled with the heads of state of each member state, and you most certainly elect them.
The only people you don't elect are the European Commission, who are akin to the civil service in our own system. Just as you don't elect Sir Jeremy Heywood, nor do you elect Mr Juncker. They are not 'political leaders' as you call them, but mandarins. They don't decide anything on their own, but rather turn what is decided in the other institutions into legislation.
I would have thought you knew that though.