If you live in a democracy then you need to accept that you won't agree with all decisions the government makes, but you do get to vote. You also get to stand for parliament. Of course, both of those things are true for the EU, but the structure is such that things mostly only go in one direction which is greater regulation and more restrictions. So, for example, if you look at something like VAT on private school fees. Personally, I think this is a bad idea, but I accept the fact it was part of Labour's manifesto and had legitimate support - it would have been virtually impossible to implement whilst in the EU, because at some point the blanket VAT rules came into effect.
Now, you can argue that such blanket rules are for the greater good, and for a while there has been this naive view that whatever the EU does is right. It's a gift to humanity. Whether it is mobile phone chargers or roaming fees everything is a crowd pleaser. But this approach of trying to be popular can't always work, there needs to be a system of checks and balances like in, er, the US system that stops a hostile orange thing taking over. Therefore, it is really important that people don't think the EU is a gift to humanity, and that the institutions are held to account.
But as you say, this is not the UK's concern any more unless it considers rejoining.