Why are some of them on instances that aren't hosted by the EU itself? This leaves doubt about their authenticity and gives them less control over their accounts.
Hi and welcome! But why launch your own instance, why not just use the existing https://ec.social-network.europa.eu instance?

Mastodon hosted on ec.social-network.europa.eu
European Commission on MastodonMastodon instance managed by the European Commission.
The European Commission and the European Court of Auditors are separate institutions.
The European Court of Justice also has their own instance.
You could make an argument for putting all EU institutions on one instance, sure.
But I also like the idea of the courts being independent from the Executive branch (the Commission)
After all, it's the Court's job to hold the Commission accountable