I think that English is messed up, and that "may I" shouldn't mean "am I allowed to", since technically it means "might I", or "will I". So technically "May I go to Europe" could be "might I/will I go to Europe?" Anyone else think that's weird? Especially since if you order it differently, as a statement, it's, "I may go to Europe"...which could mean something different than "I am allowed to go to Europe".
My point is, the "weirdness" you point out to is a natursl, and inevitable, feature of every language, including Esperanto, and that is, that words and phrasesboften have multiple meanings and connotations that we are ofen unaware of because in our native language we automatcally sort these out in context.
When learning a new language we often overlook this fact, that there's often a cloud of meanings hovering around any given phrase or expression. Don't expect these clouds to match up exactly between languages (e.g. "cxu mi rajtas" vs. "May I").