In the USA and Canada we have three levels of government. Each level has its exclusive areas of responsibility. We need to extend to a fourth level, that would not meddle in the affairs of the existing three levels, that handles global problems such as ecology, waste management, inter-country conflicts, aviation rules, terrorism and disease control. It would work like the American system of checks and balances with a with a president, senate and congress. Even a giant global bureaucracy could not be as short sighted and blind as the system we have now where each country cares only for its national interest at the expense of everyone else.
People are often afraid of a new level.
This mirrors the suspicion of the original thirteen American colonies considering federating. Today, the benefits to creating America are obvious and the drawbacks don't seem all that dreadful, but back in 1776, the founding fathers had serious doubts. Options We have tried theocracies. They lead to the dark ages and the Spanish Inquisition. We have tried anarchy.