If we had a one world government, how would you ever get away from it if you didn't agree with its policies? Right now if you really hate a place and its government, you at least have the option to leave the country and seek another place.
You have to think of the downside of things in order to appreciate what this would mean in reality. It would be fine if the One World Government was exactly the way you wanted it to be. But what if it wasn't? Governments and politics is always in flux. What if it became something like China's government, or Iran's? or Russia's? Would it be fine then? I personally wouldn't agree.
I think it's fundamental to the idea of 'freedom' itself that there is variety of government and some freedom of movement for the people of this planet. Besides, I'm sure in the blink of an eye if this ever did happen, someone somewhere or some group would disagree with the government, break away and begin its own enclave eventually leading to separation and a second government - probably violently, if history is anything to go by. Separate countries with different governments is stable enough to exist with the world the way it is. I don't think a One World Government would be stable at all - it wouldn't last a couple of decades. Human beings have a fundamental need for "other options".