Why should the EU have embassies anywhere? It is not a nation state. If you were a German (or any other nationality in the EU) abroad and had a problem, where would you rather go to -- a German embassy where you would be understood perfectly, or an EU embassy where you would be in a queue with all the other EU nationals, while they try to find somebody who can speak German? The fact that 140 countries have an EU embassy where the staff have diplomatic immunity doesn't make it right. It's just money for old rope for the EU diplomats.
"And if it did I still say it would be 27 :-) " There are now 27 countries in the EU. Take France, for instance. There is France and 26 other countries in the EU. Each of those 26 countries has an embassy in France. [ I have not checked; it may be that some of the smaller countries piggy-back in the embassy of a larger country.] There is no French embassy in France. [I haven't checked, but I would think so.]
I see what you mean (I think)
There is no French embassy in France as its ... France
Similarly there is no EU embassy in France as France is in the EU.
In the UK tho the EU is now another country.
So whereas there never was an EU embassy in the UK before, now there might be