The UK and the EU share a history and a common culture.
The UK has no particular historical connection with many EU nations, such as Slovenia or Lithuania.
The UK also has highly important relationships with countries outside the EU - notably the United States and the Commonwealth.
The UK can remain close and cooperative with it's allies, but that is not an argument for a political union.
A common history is not cause for creating a common future. Just because something has always been does not mean it is the best way.