The problem is that more and more issues are global. No single country can fix the effects of climate change on their territory, you need to cooperate on a global scale to do that.

Same e.g. for combatting tax evasion. Many other areas do not strictly require transnational collaboration, but it's immensely helpful. For example, the power network in Europe is incredibly resilient because it is shared across dozens of countries. So every individual failure is rather small, even if it takes a large nuclear power plant offline.