I was in Rome at the end of 2012, and pretty much every Italian government building I passed had both the Italian flag and the EU flag, indicating that there was both a national government and a larger union of member states. So it seems very appropriate that the trailer featured a building with both the UK flag and the UFP flag. If anything, it might've been nice to also see a United Earth flag, but it's just a 30 second bit of video, how much can you really fit in?
Exactly. Here in Berlin, even the different metropolitan districts have their own flags. Berlin has a flag (both as a city as well as a federal state), Germany has a Flag ... but we are nevertheless part of the European Union. Although the EU is not our government, so this might not be the best example.
All four countries of the UK have their own flags and even their own provincial governments, but they are all part of the United Kingdom and are being ruled by the UK Government.
And it works the same way in the US and countless other countries ... so why would the UFP or the United Earth work any differently? Countries and regions and districts and whatever will not be abolished just because they have united in order to form a common government.