I've always gotten the idea that the European nations got together in the EU to combat American domination and hegemony. I think it's working, too! You pay more because you are a richer nation. It's not like you don't get anything for it.
For North America it's different. Our government in the US is not as oriented towards the well-being of the people, it is in the pockets of big corporations. NAFTA, for instance, led to deterioration of wages and working conditions in all three countries! How could it do that? It was -designed- to. Wealth in the US is now more concentrated than any other developed nation, more than at any time in our history.
I believe in globalization, but it all has to do with how it's done. A North American Union would be designed with the wrong goals, to Giúp investors and owners at the expense of workers. To comfort the comfortable and afflict the afflicted.
If our government (and the Mexican government) was more focussed on raising the standard of living than simply maximizing return on investment and concentrating wealth, then I wouldn't mind so much our paying more, because it would bring the Mexicans up to our standard of living, and then we would all progress together. But with the governments we have now, and their goals and motivations, a North American Union would just make 90% of us poorer and poorer and 1% of us richer and richer.