This of course assumes that there would be the need for political refugees under a OWG. For example, how many people have run away from the US, Canada, Australia, or New Zealand to become a political refugee in another country for fear of persecution from their own Government?
The assumption is being made that a OWG must be tyrannaical, but I don't believe that it does. Arguments have been made here, but most don't hold a lot of water to be honest.
Yes, those are all relatively newish countries, and also relatively prosperous ones. But even given that, there have been periods where black people tried to leave the US to escape from government supported slavery laws, and times when young men left to avoid being drafted into an unjust war. Even a government that is more or less benevolent on the balance can easily be an oppressive force to some.
Just to add to this, you've got an EXTREMELY biased sample there. Almost everyone in the U.S., to keep your example, was either born here and grew up being taught it's framework and culture, or made the choice to move here because of that culture. There's a lot of self-selection in your sample. To make it more accurate, you'd have to include all the people that didn't choose to move to that culture, as well as those who have left the US for other countries or areas. Heck, even when the U.S. was formed, there were many in England who didn't want to be a part of that culture (and many still are happy were they are today, althought he cultures have gotten similar in regards to the freedoms available).
Now, imagine that there IS no other country. You can't move somewhere else. Also, now we have to get the radical militants in the middle east to accept a similar culture, as well as the dictator of North Korea. We also need Russia and China in there, and the African peoples (you know, including the country whose leaders believe that AIDS treatment drugs are a western plot, and still have peopel arrested for witchcraft).
Will all these disparate peoples be willing to come together in a live-and-let-live type of society? If they grew up in that sort of culture, that might be different, but forming that OWG, for any time in the foreseeable future, is going to require force and tyranny, period. Either that, or is will have to be so weak and anemic, leaving so much power in the hands of individual member-states, that it will be meaningless to consider it a government (i.e.-the U.N.).
ETA: That's not even to get into the people who are trying to change U.S. law to push their particular beliefs at the expense of others, either. Not a civil war, but it clearly shows there are people that are not happy even with a generally free society, within your own example.