Same for UN.
Not really sure it would work. The security council legitimizes actual wars. In that case I'm okay with there being too much safeguards. The same goes for the EU. If we actually decide to invade a country, I'd prefer it that all 27 member states are unanimous. If everyone from Hungary to Ireland decides that a county needs bombing, then I believe it.
Apart from such things I do agree with you. For most policies (e.g. sanctions) we shouldn't need unanimity. Though in some cases a bigger qualified majority (like 75% of population and states) might be better.