there a number of things that only a world government is capable of doing—like ending nuclear proliferation, ensuring global security, intervening to end genocide, and defending human rights.…to deal with climate change…to launch civilization-scale projects…including colonization of the solar system
The UN even if it is not exactly what it is about here, has a lot of difficulties to act and to have other country respecting his decisisons. Therefore a project such as a global government is a lot trickier
All the broken treaties, decrees and non autorized intervention abroad of countries.
Certain governments are so corrupt that a global government, in the world's current state, would be even more corrupt. Furthermore, there are so many problems around the world that having a global government deal with them all would be incredibly taxing.
We live in a world where only fittest survive no matter if it's democracy or anything else.The only thing that is decided by founding such institutions is the definition of the fittest. Giving such powerful tool to the most connected would only mean less freedom for everybody else.
This kind of a design is extremely impractical, unstable, and ultimately not ideal. Plus, it would be very difficult or even impossible to incorporate hundreds of religions, ideals, languages, and cultures.