Canada

However, if America's attempt at Annexation began because Canada began pursuing greater economic ties with Europe in an attempt to distance themselves from the United States, then it changes Europe's reaction.

Canada spent the last few years building their own refineries so as to not be dependent on the United States, allowing them more freedom as to who and where they sell their oil. They've fortified their power grid and increased their military spending. They've even made some overtures towards ratifying a more formal relationship with the EU because their vast resource wealth gives them bargaining power, which opens up the possibility of EU nukes on Canada's southern border.

America feeling threatened by that is what ignites the attempt at annexation. EU's response wouldn't be so fractured in that case because their very existence relies on having Canada's resources.

(This is all alternative history of course. But it's a fun game to play)

And no, America wouldn't be "The winning side" in a war against every other developed nation. They are the largest single military, yes. But put enough countries together in what we'll call a "coalition of the anti-dickhead-president", who are both fighting physically AND embargoing them financially, they wouldn't have a chance in the long run. Canada's first move is to flip a switch in Quebec and cut the power to the entire eastern seaboard. They're second move is to shut the pipelines to the American refineries.

Even the largest military runs on oil. The U.S. is far more dependent on the rest of the world than it thinks. It essentially maintains it's military supremacy at the whim of the rest of the world, not despite it.