People who think the UN will never become a supranational government need to wake up. To be sure, it'll take decades and it'll be a gradual process, but a supranational government, working through treaties and regulations, is something that can happen. It had already happened to the Europeans [and the EU ain't done spreading yet!], it's quite likely that we'll see other such groups emerge in the coming years.
Already the various international treaties have created a network of global controls on many things – why do you think many nations destroy surplus ammo rather than resell it? – but none of these things are spectacular and cinematic like the blue helmets marching on your hometown, so people don't worry about them.