In modern world large economies have advantages (bargaining power, unified standards, and many more) and this is one of the main reasons why EU has been created.
Now when Britain is leaving the EU why no one thinks about building a union of UK, Canada, Australia and NZ, with free market and free movement (so Commonwealth is not what I am talking about)?
They have similar living standards and culture, same language and even monarchy. Free movement in this union is much less likely to annoy Gillian Duffy as migrants will speak same language, share same values and most importantly work for same wages. What stops this process?