a single global government is even more dangerous than a divided internet. If a global government gets it wrong (that never happens), there are no other governments to bail it out. It becomes a single global point of failure. Other than that, we will have no other government to compare it against and therefore demand change. Scary scary thought.
But there are also things that only it can do. Having many seperate governments whose jurisdictions you cross daily can be very inefficient.
On the basic level we can have reduced problems hiring & selling to people across several countries. On higher levels we can actually deal with things like climate change or internet regulations (or avoiding regulations) in a better way.
Climate change is (i think) a strong example of this need. There is general acceptance of a need to do something but a very weak decision making & execution body.