Thomas More lived in an era when Europe was called Christendom. The Catholic Church, under the monarchical, albeit not hereditary, authority of the papacy exercised legislative, executive and judicial power over most of the territory over which the European Union exercises such authority today.
The matters that are now regarded as appropriate for such supra-national jurisdiction are primarily economic. In the 16th century, the centralised institutions were little concerned with trade or competition policy and the like. They focused on religious observance, health, education, tourism – then called pilgrimage – and the regulation of much of social life.
https://www.lowyinstitute.org/publications/brexit-australian-perspective
https://www.lowyinstitute.org/publications/brexit-australian-perspective