True, the EU is a confederation. Also true: it's
not a country.
What's a country? Well, it has a single currency. The EU does... almost.
A country has a border that it controls. The EU does... more or less.
A country has a military. The EU absolutely does not.
And a country thinks of itself as a country. The EU does not. I suspect that this last reason is why the media doesn't report on the EU as if it were a single country.