Some possible answers:
- Other countries wouldn't want to be saddled with America's public debt. Those West Germans wouldn't have been dancing on the Berlin Wall if they knew they would be picking up the tab over the next decade.
- Globalisation allows people to share in America's prosperity without requiring to live there. Previously the world's value-adding industries (and therefore the most lucrative jobs) were centred in the West. Now people in other countries have a chance to compete with Detroit car mechanics and San Jose computer programmers.
- Many people look at their own cultural heritage and take the most amount of pride in that which is clever, spectacular or just sentimental, especially if it aligns with their values. Naturally Americans kids are likely to find films, music, Levi jeans and youth-centred stuff validates their patriotism. However anybody can still enjoy those trappings outside America, and with the right CODEC (and a legal system not too fussed about protecting the intellectual property of foreigners) it costs a whole lot less.
- Communalistic instincts are stronger outside the United States. Europeans accept high taxes as the price for the welfare state. Asians shun individualism, especially if it harms group interests. Some people in the developing world might regard America's high divorce rates as apocalyptical in the same way as Americans might think the world has ended if their local electricity service was cut for more than a week.
- People don't like other people anyway. The European Union is perhaps the most influential and powerful grouping of soverign countries ever assembled without coercion from pilum or Panzer. However most people in the union grumble about Brussels anyway. Outsiders are no longer as enthusastic to join - the smart and mobile ones who are most receptive to cosmopolitan values have already caught the first RyanAir flight heading west. All the talk of Asian values comes to naught when ASEAN countries cannot even agree on trade and investment liberalisation on the least socially intrusive industries.
- People trust their own tyrants than foreign democratic ideals. At least with fascism you know where you stand in the food chain, whereas it is dangerous and confusing to know when to invoke your rights when your local democratically elected warlord is in cohoots with the ex-Ba'athist party mafia don.
- As an aside, I wonder how you will mix a federalist system in a superstate? Will the Senate have representatives from all the other countries like the United Nations General Assembly? It will be funny if Colombia gets voting rights in the US Congress but the District of Columbia doesn't.
- Finally - the political institutions, conventions and ideals that makes America rock, like separation of powers and pluralism, are well known and respected by others. It serves as a template for a society that continually evolves towards a utopian idea. Ho Chi Minh based Vietnam's 1945 Constitution on America's, but one wouldn't say North Vietnam wanted US statehood. Okay - Jefferson copied the French, but the US are more pro-active in exporting their political models.
So why join America for its freedom, liberty and baseball when you can create an America at home?