I think it can be done too, and I can't think of anything better than a federal Europe.
Plus; the only way we are ever going to be able to explore space in a peaceful way is by harmonising the world.
Why do you think a federal Europe is a good idea? Maybe you would like little old NZ to be part of an Asiatic federation. I don't think many NZ'ers would agree with you.
And there is no reason why countries can't co-operate on space exploration without being in a federation. They already do to a certain extent eg the ISS.
IMO bigger is nearly always worse not better.