Nations are great. Not everyone agrees on all policies. My personal opinion is that I do not want to live in a censored or communist country (Such as China). Having borders and different countries allows multiple ideas to exist and folks can choose where to live.
This is absolutely not true in practice, even for rich people fortunate/lucky enough to be born in a place where they receive a passport with lots of options.
That doesn't appear to be a defect inherent to nations since there seems to be a pretty even split between free and non-free nations[0] Rather, it seems to be a problem of bad governance, corruption, ineffective or non-existent institutions, etc. My reason for favouring a world with many nations is that failures of those varieties are generally limited by the borders of the nations in which they occur. A world with a single governing body is a world with a single point of failure.