As things stand, the EU doesn’t have a unified foreign policy.
I think that doing so would provide some benefits. The US explicitly prohibits state governments, via the Logan Act, from undercutting the federal government in areas where the federal government is negotiating with foreign powers.
I think that there are good arguments that having a unified foreign policy is something that one would want to do prior to unifying a military in the EU.
But it is true that, as things stand, the EU doesn’t have a unified foreign policy. And one aspect of that is that each individual member state has the right to negotiate independently with foreign powers. The EU, in its present form, doesn’t have the right to require Orban to not talk to Putin. And getting to an environment where it has that legitimate authority requires EU member states to sign off on such a change, which they have not done.
I’ll also add that there are definitely people out there who disagree with me. I think that the EU should politically-integrate further, but there are definitely people who have a different vision, want the EU to stay a looser-knit organization. From their standpoint, it would be undesirable for Brussels to ever have the ability to control member state foreign relations.