When the thirteen colonies rebelled you had much the same discussion going on. Why exchange one dictator (the King of England) for another dictator (a central government)?
As it happened, the central government idea prevailed, a stable tax system secured, representative government installed and you have the U.S. of A.
The same thing can happen here if we have the foresight.
But O.K. for the sake of the discussion, let's exclude dictatorial governments.
Why would the U.S. government do everything in its power to prevent a "U.N. of Democracies" with a stable tax base and vote by representation?