Anyone who has studied great political powers, past and present, knows that the greatest superpowers never had one single city as the sole capital. There are too many reasons to mention for this choice. What one can say is that the current aim of the EU to centralise all power in Brussels, Belgium is absurd. For starters, the constituent peoples of Belgium claim different cities as the capitals of their respective regions. Imperium Europa's most worthy option is to follow in the footsteps of countries like South Africa, Bolivia, Japan, Korea, the German Reich, etc., and claim as many capitals as there need be.
There could be remote spiritual capitals such as Kaliningrad (f. Koenigsberg), Moscow, and Valletta.
There could be cultural-artistic capitals such as Paris, Rome, and Vienna.
There could be central political capitals such as Berlin and Kyiv.
There could be economical-financial hubs such as New York, London, Amsterdam, and Zurich.
The possibilities for regional capitals and imperial capitals, or cities serving as both, are endless - but let us centralise power where power is due.