There is a need for rule setting. Starting from rules about capital crimes to local organisational of roads or house construction. If we rule out anarchy as a way to rule this this needs some form of governing body and the exact form of those have cultural, geographic, population, ... differences which need to be respected. There is no global agreement on many of those things. How are different crimes valuated and punished, is a high density road network needed or more public infrastructure. Doing those things in smaller units has benefits, for doing that you need borders to define which rules are valid where. Of course such borders are to a large degree virtual (i.e. you often don't see the exact city borders) and not borders with guards and fences.

On top of that then come all sorts of historic, cultural, ... reasons to "protect" each other which have all complex reasoning. Power-hungry politicians are only a quite limited reasoning, as many borders are supported by societies (by far not all, though)