<Joining the EU is much more rewarding, in the personal level and economical, than joining NATO.
A country that wants to join the EU must first prove it is willing to follow the rules and especially avoid any conflicts with neighbours, before it can be accepted. A country joining NATO is willing to defend itself and other allies from a common outside enemy.
Roots of terrorism so often start in countries that are our allies, but where hardly any opportunity is left to those who have nothing and especially those who's rights are not recognized.
One of the conditions to join the EU is for a country to respect the rights of minorities, or at least to improve them all the time.

Raoul