To see the problems of a world government, one only has to look at the EU. In the UK, they have not been able to fish in their own waters because someone in Belgium has decided their country deserves it more.
The Common Fisheries Policy (CFP) - Fisheries - European Commission
Or they have
environmental regulations of toasters, even though the more environmental ones are non-domestic resulting in forced trade with other countries.
Or on a far more important note, when you have a world government, borders are often common, creating extreme problems. "Oh come on over! We all have Coronavirus in Sweden, but Finland welcomes you." This came to a head a couple years back, when a group of criminals escape across borders. Different criminal justice systems meant they weren't able to pursue these criminals and so it was up to the other country, but the other country even though their borders were open to the point of being connected had no sense of coordination.
The more centralized a government, the more area they control, the less effective they are without abuse of power (24/7 surveillance, stuff like that).
You can have a worldwide system of nations with their own laws and borders but ability to have trade connections, but a world government is something else entirely. It means that leaders that your country didn't elect can impose laws that don't work for your country.