Because something something global citizenship something something.
It's out of date to believe in national borders, but fundamentally, jealously preserving national autonomy ensures that you aren't subject to laws formulated by people who don't think like you do or share your values.
Nationalism is not great, but having nations is not the same as nationalism. Having nations or national-level entities of some kind equates to having some degree of heterogeneity in the world with regards to its governance. This is a good thing. My money is on a gradual shift toward much smaller entities taking on the effective present-era responsibilities of states... some of which will be geographically decentralized.
Nations didn't emerge from a state of a unified all-world government. They emerged from a state of disunity. They cause more homogeneity, not less. Every additional level of government brings additional regularity; that is its purpose.
Having nations is not the same thing as nationalism, but nationalism is what perpetuated nations as independent entities. Once people stop believing that their nation and culture is unique and worth preserving, they stop fighting for independence.
It's out of date to believe in national borders, but fundamentally, jealously preserving national autonomy ensures that you aren't subject to laws formulated by people who don't think like you do or share your values.