Yeah but Europe's nations already have their own independant countries... it doesn't make sense to me.
If your a member of the EU you have to pay to fund it and are subject to laws that it passes (although your government can veto them). This isn't popular with some nationalists who want all power to reside at nation state level. The EU also allows the free movement of peoples between states - which extremely unpopular with the extreme-right nationalists. In the UK, we have what you might call mild nationalist (ie not overtly racist) anti-EU party The UK Independence Party. Pagan's brand of Nationalism (fascism, really) is better represented by the British National Party or, in France, by Le Front National. As well as being anti-EU these parties seek to achieve mono-ethnic nations by stopping immigration and deporting immigrants. That is what they define as Nationalism.
Interestingly, the nationalist parties seeking independence from the UK for Wales (Plaid Cymru) and Scotland (The Scottish National Party) support the idea of their newly independent nations being part of the EU. Similarly the parties who want North Ireland to be part of a united Ireland (Sinn Fein and the SDLP) are nationalists in favour of reuniting a country that is already part of the EU. I doubt that Pagan would associate himself with these parties very much.