The lack of European media and relative powerlessness of the parliament means that popular pressure is better applied to state capitals were you can target your legaslative and executive with demands for the executive voting no in the council and more importantly getting the media attention. Having demonstrations in one state capital and media attention makes it easier to get media's attention to demonstrations on the same issue in neighbouring states.

Then you work with allies in the EP when the parliamentarians see that the issue is important in their home state.

Or at least that is how I remember the reasoning behind the campaign to stop ACTA.