If the EU does a bad job, or is particularly bad for one country, those citizens can vote to leave the EU. Several parties in EU member countries advocate for this [0], but those parties aren't popular, and so far, only the UK has withdrawn.
If the EU stops being a good place to do business, then international corporations like Apple will stop doing business there, and/or dissatisfied members will withdraw from the EU. The economic growth of EU nations will decline, their citizens' quality of life will decline, and they'll lose influence in international politics. The same applies to individual national governments; it's just that national governments in the EU are betting on the EU's success, not its decline.
> More simply: Apple provides value, which people will chase. If value stops, Apple will fail. So it needs to keep providing value for people to keep opting in. The EU's regulatory influence ultimately derives from the threat of sanctions and imprisonment. That's power, because you can't opt out.
Apple can opt out by not doing business in the EU. The EU provides value by creating a unified economic zone between European member states.
You can't do business without enforcing copyright, property rights, and enforcing the law through a state monopoly on violence. All governments provide value for corporations by supporting them like this; corporations exist because the state, and the people represented by the state, want them to exist, because they're already an artificial construct that the state uses violence and imprisonment to support (and to be clear, I'm not against corporations existing; I'm not a communist). The fact that they have the ability to use their economic influence to prevent competition from arising is only there because they rely on state power to exist. State violence and Apple's degree of control over the market are inseparable.
So it makes complete sense for a state to regulate the actions of a corporation to benefit their people; international corporations do business in other countries because it's mutually beneficial for the corporation and the people of that country.
[0]: https://en.wikipedia.org/wiki/Withdrawal_from_the_European_U...