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Are there any good reasons to not want to be in the Federation?

Self determination is a big factor, too
It's probably the biggest factor. The Klingons felt they would lose it if they joined the Federation. Other planets are shown to not want foreign influence or be drawn in to wars.

The Federation also represents an obligation in some way in support of other members and what Wars they might fight. There's a lot of conflicts that the Federation has been involved in. Some worlds might not want to participate in those obligations.
 
I wouldn’t want to live on the Federation frontier. Starfleet constantly goes around kicking hornets nests.

How about those Neutral Zone colonies from early TNG?

You're going to live next door to an untrustworthy neighbour, that hasn't talked to you for over a century, in a zone where no Starships are allowed from either side. But there's no way to be sure those Romulans won't show up in a surprise raid after all, as they do have cloaking devices.

Fortunately that doesn't happen.

Instead, you're scooped up by a giant Borg cube and assimilated.
 
The Federation is not a utopia, and it never was. Is it better than most other organizations we've seen? Certainly. But we're also seeing the Federation through the eyes of either Starfleet officers or Federation citizens for a majority of the franchise.
One thing that's pretty much never been touched on is what would the arguments be about "domestic policy" in the Federation?

We only see the foreign policy side of things from Starfleet. But what may or may not be intense debates among the Federation Council when it comes to the internal policies of the Federation are rarely ever touched on.

For example, can you have a debate about taxes and spending in a government that's money-less? And there doesn't seem to be immigration issues, since non-Federation members seem to be free to travel and reside throughout the Federation.
 
The Federation came together due to the Romulan threat. If the Romulan threat had not happened I doubt very much beyond trade agreements Earth, Vulcan, Tellar , Andor etc would have created the UFP.

Now that would make an interesting setting for an Alt universe story
 
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