I'm curious. Do any of the same people who think we don't need a world government think that the United States (or, depending on your own location, your own 'federated' government) doesn't need *its* government and that all of the states should be individual countries?
Why do you believe in a United States government, but not a United World one?
I believe in both. Clearly the interests of the states are not ignored, given that the USA exists, so I don't see why taking this up a level wouldn't also work.