What would their nightmare scenario be?
The European Parliament has been traditionally dominated by two political groups: the centre-right European People's Party and centre-left Socialists and Democrats.
But this year's European Parliament election is different.
With a surge in populist politics and Brexit still weighing on everyone's minds, there's been dwindling support for the two traditional groups. The two houses for the first time in decades could see the end of their ruling coalition if they fail to secure enough seats to together form a majority. And it's this possibility that worries those within the EPP and S&D currently leading in Brussels.
"With these European elections, we could see a much more fragmented European Parliament," said Darren McCaffrey, Euronews' political editor.
"So what could happen? Ultimately we could see the EPP and the Socialists, who have essentially provided a pretty stable majority for the last couple of decades, well they may not have a combined majority any more."
"Couple that with unstable coalitions between populist parties, who essentially don't necessarily agree on potentially an awful lot — but are determined to change the system," he added.
According to 21 May projections from Europe Elects, a group that provides poll aggregation and election analysis, the EPP and S&D are slated to take a dramatic hit. The S&D is projected to lose 39 seats while the centre-right EPP is expected to take a drumming to the tune of 48 seats.
The likely shake-up is, in part, due to support for populist parties, including the Brexit Party in the UK.
"You've got the Brexit Party, back in Parliament campaigning for a no-deal Brexit inside and outside the institutions," said McCaffrey.
But it's the thought of stripping away the centralised powers of the EU that may be the biggest nightmare for those in Brussels.
"What might be most be the most worrying of all? It could be those parties campaigning to take powers away from the Commission and repatriate them back to national capitals," he said.
"All this is possible, if not inevitable. But if it does happen, ultimately it will be because of democracy, because of the will of the people, because of what you at home want."