Why are most people opposed to a "world government"?

From what I gather, most people oppose it. Yet, it would encourage trade, create synergies, do away with redundancies such as diplomatic representations, multiple governments, etc., let alone war and the need for a military.

So - what gives?
Update: Plus, communication and logistics (which limited ancient empires) are no longer an issue.

Plus, most serious problems are international, not national. They require international solutions.
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