I can think of a few pros to this idea:
1) We don't have to spend anymore money on the military, because what nation would we have to defend ourselves from if we were all in the same nation. This allows tax cuts to be implemented across every country.
2) Freedom of movement (and the economic benefits that come with it). Not everyone thinks this is a good idea, but fears with the idea and the pros to this idea are addressed in the following presentation: Open borders presentation - Google Slides
3) The surrender of all international nukes to the UN from every country (and the UN destroys the plans to make nukes and the nukes themselves to become nuclear power for the planet). No more nukes -> humanity is significantly less likely to become extinct from an apocalypse.
4) Countries fighting over territory when they are in the same nation is like Wyoming and Montana fighting over territory. The only time there was a war in the US over territory was over the Toledo strip and it was far less bloody. Countries fight with each other over land, but states tend to not do this because any Ohio resident that wants to be part of Michigan can move to Michigan instead of fight to make Toledo part of Michigan. This can help bring world peace.
I'm unsure if I support this, but there are pros to the idea, so what are your thoughts on this?