I'm pretty sure that most Americans don't know or care about what the EU is, but they've heard of the UK, Italy, Poland, etc., and would readily tell you that the UK (they would probably call it 'England') is in Europe and that Europe is a continent, not a bureaucracy. Foreign bureaucracies are just uninteresting to outsiders, whereas people go visit Rome, Venice, London, etc.
Uwot. A significant chunk of Europe is not in the European Union.