Europe is not a nation. Because Europe is not a nation, Europe needs no identity. Because Europe is not a nation, Europe needs no culture. Long-term entities, to start with. The ideal of the nation is transgenerational.
Culture is seen as transmitted over generations.
However, not all long-term organisations have culture. A church has a doctrine to transmit in time. An association has statutes, to ensure organisational continuity. Nations, however, have a culture. It may seem simplistic, but it is possible to define culture on the basis of this.