This is a really frustrating argument. It is right that the Euro interest rate wouldn't be the perfect rate for all the member countries, but as the economies' connections grow, their economic cycles should get in sync with one-another and it should be easier to set a beneficial interest rate.
For that matter, do you think that the USD is any more flexible - does the US fed set the best interest rate for New York and Washington, or Michigan and Dakota? The Bank of England controls the pound in the way that best suits London. Stuff the North, South West, Wales or Scotland, that may benefit from different rates.