Re: "Countdown" Shotdown.(spoilers for the comic in my post)
It is a very minor point upon which to get stuck.
Or, just as Starfleet Academy is NOT a carbon copy of current US military academies (protests from the uniformed crowd notwithstanding), the Federation is not a carbon copy of current political systems and could easily be a "hybrid" that allows for both some sovereign behaviour as a single entity AND some behaviour where each member has sufficient autonomy to warrant ambassadors to other members. Individual Federation members are NOT forbidden from entering into diplomatic relations with non-members independent of the Federation itself as a body--though they are likely restricted by Federation policies in what they can or cannot do in such a bilateral relationship (and even then, I'm giving this much more thought than anyone has demonstrated in Trek on screen).Also, why would the Federation need an ambassador to one of their own founding member worlds? That's like the United States having an ambassador to the Commonwealth of Massachusetts, or the United Kingdom having an ambassador to Scotland, or Canada having an ambassador to Quebec, or the Federal Republic of Germany having an ambassador to Bavaria, or the Commonwealth of Australia having an ambassador to New South Wales, or...
I think it's more like Germany having an ambassador to France, which makes perfect sense.
As I've noted already, the comparison of the Federation to the European Union doesn't really work. The United Federation of Planets is just that -- a federation, a sovereign state comprised of sub-polities with whom the state shares power. The European Union, on the other hand, is an especially strong alliance of sovereign states that has been delegated some of the functions of a sovereign state -- but which is not itself a sovereign state, as evidenced by the lack of a unified foreign policy (e.g., the United Kingdom and Kingdom of Spain participating in the Iraq War while the French Republic and Federal Republic of Germany oppose the war) and lack of international recognition of the EU as a sovereign state.
The Federation, on the other hand, possesses all of the traits of a sovereign state. It has the right to make binding law throughout its territory (TNG: "Force of Nature"). It raises and maintains its own military in the Federation Starfleet. It can unilaterally declare martial law over the territory of one of its member states (DS9: "Homefront"/"Paradise Lost"). It can conduct foreign policy without getting its member states' permissions (Star Trek VI). It exchanges ambassadors with other sovereign states. It declares war and wages peace. Etc.
It is a very minor point upon which to get stuck.