The statement that is not a privilege of European Union members is:
B. Citizens cannot move between countries freely to work and study.
In fact, one of the key privileges of EU membership is the freedom of movement, which allows EU citizens to live, work, and study in any EU member state without the need for a visa. The other options you mentioned involve benefits that EU members do enjoy, such as fair trade practices, the sharing of a common currency (for those in the Eurozone), and no trade barriers or taxes between member countries.