What kind of markets do you mean then? "The market" is a term for a place in the broadest sense, where people trade goods and services, usually for money.

And there will always be local differences. If you think the local food market is too benign then look at gas prices, labor costs, building materials...

It is arbitrary to claim that the differences between two nation states in the EU are a problem and expecting everything to be identitcal, but not demand the same inside a country, inside a region and inside a city.

For all relevant measure the EU is a single market and the local differences are the least concern for a more integrated EU, as the integration is most advanced in this area.

And the claimed singularity of the US market, where clearly those differences are just as strong as in Europe and in many cases much stronger, shows that the OP who made this claim has no concept of what he means and expects with this category.