The most common and most likely answer to this crossword clue is the 15 letter word ANTI-MARKETEERS
I've seen this crossword clue in The Guardian
A
N
T
I
-
M
A
R
K
E
T
E
E
R
S
Buddy explains!
The straight part
We know that "They’re not keen on Brussels" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case they’re not keen on brussels = anti-marketeers.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.