To govern means to control. Once upon a time, long long ago (when I was a graduate student), a group of us used to hang around and party together. It was quite a diverse group, both males and females, from different colleges at the university. (A long story as to how the group managed to come to be.)
At one time, someone in the group (it happened to be a girl as a matter of fact) suggested that we should form a society with our own rules as to behavior. I said it sounded great and I wished to propose the first rule: "no one had to do anything they didn't want to do!". No one would agree with it. They all took the position that a society exists because people agree to go along with the rules even if they disagree on the rules. Anyway, the discussion was never brought up again.
I concluded that some people like imposing their will on others and that this is the source of government. The anarchists of the 19th century were not very bright. We cannot be without government as there is always someone who wants to govern you.
Thus it is I come to agree with the adage: "that government which governs least governs best"! It's first duty is to prevent the existence of other governments (others trying to control your behavior) once it has done that, it should curtail any further behavior.
Now, if you can come up with a government which I could trust to behave in such a way, then I would be in favor of a world government.
Just an opinion -- Dick