If the world is united, even if under some fascist regime, it would give the people something to rebel against. As it stands now, there is no one power for us to overthrow. The IMF? The Fed? The USA government? This is good for the ruling class, to have many branches on their tree, so that if one dies or falls off, the rest can keep going. More importantly, it keeps the public, and even to some extent the participants in the system completely confused and unsure of what the real problem is. If we were under global dictatorship it would be quite clear what the problem is, and there would likely be global revolution.
No, it’s much more convenient for the power elites to keep nations sovereign and fighting. To enhance stereotypes and highlight differences in the media, creating cultures of fear and separation. They’ve even created a fantasy NWO Illuminati for the people smart enough to see past the bullshit to fight against. They’re smart. But we are too. And there’s more of us.