Policy congruence has been identified as the main driver of European Parliament (EP) alliances. Yet, radical right parties are divided between three EP groups: European Conservatives and Reformists (ECR); Europe of Freedom and Direct Democracy (EFDD); Europe of Nations and Freedom (ENF). This article investigates why four radical right parties in the ECR and EFDD – the Danish People’s Party, the Finns Party, the Sweden Democrats and UKIP – neither joined the apparently more ideologically homogenous ENF nor allied all with one another in 2014. Using Chapel Hill data, we find no policy logic explaining their alliance behaviour. Rather, our interviews with those in the parties indicate that they privileged national ‘respectability’ calculations when deciding alliance strategies. We therefore propose an alternative theory of EP group formation that sees some radical parties play a two-level game in which the perceived domestic ‘office’ and ‘votes’ benefits of European alliances outweigh those of ‘policy’.