Why stop there: why don't all the countries of the world form an alliance and hey presto, no more conflicts ever.
Obviously the world doesn't work like that. The reason different countries exist in the first place is because people in different areas have different, and competing, interests. Nations are groups of people with shared interests. (At least in some cases, although obviously far from all). Countries that become too large, by conquest or by trying to be too broadly inclusive, tend to fragment.
The USA had a civil war and was only kept together by force of arms, and that only keeps a lid on the social differences that still exist.
The Mongols conquered most of the known world. And after Ghengis's death, split into multiple empires that ended up fighting each other. Likewise the Roman, Persian, Babylonian, and many other empires fragmented back into smaller groups, largely because the empire contained too many groups with different interests: too large to be homogeneous.
Look at the EU, an attempt to voluntarily create a union of countries that do largely share interests and culture. Norway, Switzerland and Iceland, of western European countries choose not to join. The UK is leaving. And the East European countries are at odds with the western ones over Russia. The border ones are at odds with the core over immigration. The stronger economies are at odds with the weaker ones over financial rules. This voluntary project may yet fall apart despite the best intentions of the participating countries. And that's ignoring individual countries' separatist issues with Northern Italy, Catalonia, the Basque region, Scotland etc.
And that's before we start dragging up nationalism or racism, or other ways of defining most of the world as 'other' and not worth worrying about: expendable in the service of improving our own situation.