We had a federation around here called Yugoslavia and we saw how it played out. Forcing different nations to agree on everything down to things that are basically cultural preferences never worked well. Regulations, bureaucracy and laws are often based on cultural preferences. The EU tries to find a common baseline but still leaves a lot to each member state to avoid this problem.

Lots of federations exists and work perfectly well… including Germany, Switzerland, Canada, Brazil, the US, and more

At least two of the countries on that list are quite obviously not working well.

and at least few of them are extremely similar culturally