It is a silly false dilemma.

In a global world, you need organization that is a balance between a centralized global state and decentralized regional authorities, somewhat akin to nations, but without a final say in important matters to important global interests.

But first you have the practical task of creating a global state. If one is not planning on using military power and economic coercion to achieve such a state, then one would need to appeal to the interests of sovereign nations to come together in cooperation. Family, tribe, nation etc. are natural group formations flowing from the genetic, cultural, economic, geographical and technological laws of human life. Nations consists of sovereign peoples who won't enter into larger and more encompassing political, economic, military structures without it first either serving their interests or them being forced or coerced into doing so.

The only realistic and moral road to a global political-economic system then is a gradual centralization of power through the voluntary cooperation of nations and blocks of nations motivated by solving mutual problems and serving mutual interests.