So, bear with me here, I'm a bit of an ignorant American! Like most Americans I assume, I didn't quite know the exact scale of the EU, or quite how close it actually made all of Europe. I occasionally heard about it, and thought it might be something similar in power to NATO, a regulatory organization, not a literal elective parliment that governs the entirety of the countries in the EU. It seems that after its formation, the war prone countries began to see themselves as less of their own ethnicities, and more so as "Europeans" in general. It astounded me how far the EU has gone in uniting Europe, and what it's done for some of their economies. If my understanding is correct, it practically made all of Europe into one large country, with a bunch of independent states. So I suppose my question is this: Why, given how wide the EU's range is, is it not held to a higher regard? We love and mystify old empires like Rome and the HRE, but it seems like most of the world is fairly "take it or leave it" with the modern EU. Heck, as an American I'm almost certain that none of my social studies teachers have even brought it up. Thanks Reddit historians!
"If my understanding is correct, it practically made all of Europe into one large country, with a bunch of independent states."
So this isn't really correct. The European Union is kind of a sui generis thing - it's kind of in between a federation and an international organization, and there really aren't a lot of things similar to it, although some people (I'm specifically thinking of Neil McGregor from the British Museum) have compared it to the Holy Roman Empire.
It's also frankly extremely complicated in it's organization and operation. I got a political science and history double major in undergrad, and literally studied the European Union's structures in classes in Europe, and it still kind of eludes me how it operates. There's an EU parliament, but it doesn't exactly have the powers of a national parliament, and an EU Commission, which is kind of a government but also made up of various parts of EU Member governments, and a European Council, which is the heads of state of the EU members, and has a president, but that president is separate from the EU President, which is a relatively new position.
Most importantly, the EU as such is a very new organization. Although it occasionally gets dated as starting in 1952, what was created at time was a very specific economic cooperative project: the European Coal and Steel, which evolved into the European Economic Community in 1957, which was focused on economic integration of its members. The European Union as such with its political elements only started with the 1992 Maastricht Treaty and took effect in 1993, and EU institutions like the common currency only began to be realized some years after that. It's also worth pointing out that for much of the history of European integration in the later 20th and early 21st century, the project was focused in Western European countries, mostly the "core" six of (West) Germany, Luxembourg, Belgium, Netherlands, France and Italy. It was really only with the end of the Cold War that formerly neutral states like Austria, Sweden and Finland joined in the mid 1990s, and only in the past 15 years that former communist states in Eastern Europe started to join.
Which is not to knock the EU's achievements. It has definitely deepened the economic and political integration between European states, and given how the century previous to the start of this project went, it has no doubt played a role in maintaining peace and stability. But it's still very much a work in progress, with European peoples still having extremely mixed opinions as to the value of the European project and how it should continue, if at all. While the Roman Empire and the Holy Roman Empire existed in terms of centuries, the EU can at best be measured in decades. There's just not a lot of retrospective to look back on.
As far as why Rome gets so much attention, there's a lot that can be said there, but for starters you might want to check out the FAQ on Rome, particularly the sections on emulators and its historic successors.
While International Relations scholars will debate on whether or not the EU is truly a "Supernational Organization," it is true that it has largely succeeded in creating one of the longest periods of lasting peace in Western Europe since its embryos were formed in the European Coal and Steel union of the 1950s. But this union has many flaws: it has no constitution and is instead founded on a series of treaties (with each new treaty involving complex negotiations between a growing number of member states) while its parliament and commission are still largely subordinate in policy matters to the council of European heads of government, leading to gridlock as governments look to protect differing national interests, and that's not to mention longstanding populist narratives (recently validated by electoral successes) finding in EU directives, treaties, and compacts an easy boogeyman on which to heap blame for all sorts of issues that would instead require more interpretation and nuance.
Diving deeper into your question, like all "Why Didn't I Learn About This" questions, is almost impossible. While any international relations program in a university anywhere in the world will have courses directly examining supranationalism, and as a consequence look at the EU's growth and development, school districts across the world have to make difficult decisions on what to include and what not to include in their curricula. American high schools will naturally focus on American topics, and this is not a wholly American phenomenon: while Europeans might know more about America than Americans know about Europe due to the pervasiveness of American pop culture, they might still be lacking in nuanced knowledge of things like the causes of the Civil War or FDR's New Deal. There's also a marked difficulty in creating curricula that successfully include more modern topics due to time constraints (including a new topic means excluding an old topic) as well as a desire to stay away from topics that could still be politically charged. If I'm not mistaken, even the US high school AP European History module schools peters out soon after the Second World War, as does the coursework in many other top-tier high school programs across the world. In Europe, or at least in Italy where I am most familiar with the system, the introduction of individual post-world war two topics in the final high school examinations is a much debated and wholly recent phenomenon.