It's not so simple. Take the U.S. for example. If the Northeast were its own country, it'd have universal health care, abortion rights would be secure, etc. So how do people in New York feel about being lumped into the same polity with people from Florida, and having to make the compromises they have to make to do that? You don't have to follow American politics all that closely to know they're not always happy about it.

Throughout history, there has been a strong tendency for groups with shared values and culture wanting to form their own sovereign countries. It's intellectually lazy to hand-wave this away as mere irrationality. In reality, when aggregating people into larger groups works best (in fact, works at all) if those people share the same values. Otherwise, instead of "unifying the voices of all people" you end up in a situation where peoples' voices are canceled out by conflicting values. That makes people feel powerless, it destroys faith in public institutions, and it aggregates power in bureaucrats because the voices of people are too diluted to keep them in check.