Ask Lemmygrad

Formally no, but de facto it could. There are forces in Europe that definitely want that and are actively working toward that direction by increasingly centralizing power in the Brussels bureaucracy.

They wouldn't be able to get rid of the individual nation states, but they don't want or need to do that anyway. The formal structure of the national states provides a useful degree of separation for Brussels from the actual European population, insulating them against democratic processes that could threaten the financial-oligarchic control. All they need to do is keep usurping more and more powers from the states toward the EU center.

Already the power of the ECB over the currency is a massive theft of sovereign economic control from the Eurozone countries. And now they are talking about Eurobonds, a European army and other such things. Of course much of this is highly unrealistic in practical terms, Europe's industrial power is rapidly declining and despite the delusions of the Eurocrats you cannot build military and geopolitical power solely on financial machinations, but the intent is clearly there and they are continuing to push on with various processes of centralization.