It isn't feasible to control the whole world without, at a minimum, telegraph technology, since without that news and orders take a long time to travel so you can't meaningfully control things that are far away, and large empires wind up naturally splitting into smaller empires. If you consider only the parts of history since after the telegraph was invented and refined to practicality, there just isn't a large sample size.
There's also a dynamic commonly seen in 3+-player strategy games where, if there's one superpower close to reaching the power level of everyone else combined, then everyone-else will ally to bring them down, maintaining a multipolar balance of power.
Communication as a constraint (along with transportation as a constraint), strikes me as important, but it seems like this pushes the question to "Why didn't anyone figure out how to control something that's more than a couple weeks away by courier?"
I suspect that, as Gwern suggests, making copies of oneself is sufficient to solve this, at least for a major outlier like Napoleon. So maybe another version of the answer is something like "Nobody solved the principle-agent problem well enough to get by on communication slower than a couple weeks". But it stil...
"There's also a dynamic commonly seen in 3+-player strategy games where, if there's one superpower close to reaching the power level of everyone else combined, then everyone-else will ally to bring them down, maintaining a multipolar balance of power."
This does seem to happen at time (think Peloponnese war or Westphalien peace Europe), but local hegemon who have eliminated all their competitors also existed (Roman empire, or post WW2 USA).
Your first point, however, is spot on.
If you define "the world" as everything with in reasonable comunication distance (given the technology of the time) then there are several examples of some group talking over the world. E.g. every time China was unified.
orders take a long time to travel so you can't meaningfully control things that are far away
Wouldn't that just slow down things?
Also, a counter-example: The Romans managed their empire (diameter ~4000km) quite well in that regard for a few hundred years. To get to world-scale you'd only need to speed up communication by a factor of 10.
I'm pretty sure that's the whole purpose of having province governors and sub-kingdoms, and various systems in place to ensure loyalty. Every empire in history did this, to my knowledge. The threat of an imperial army showing up on your doorstep if you fail to comply has historically been sufficient to ensure loyalty, at least while the empire is strong.
It's funny to consider that briefly before the electric telegraph, the French developed a system based on people stationed in chains of towers with telescopes signalling to each other. This strikes me as an idea behind its time.
EDIT: On further research (meaning, reading Wikipedia articles) it seems optical and hydraulic telegraphs were attempted in various places, including 4th century Greece and 9th century Turkey (Byzantium) so it seems this is not so behind its time.
if there's one superpower close to reaching the power level of everyone else combined, then everyone-else will ally to bring them down, maintaining a multipolar balance of power.
I hope they don't use nukes when they do that because that way, everyone loses.
I think there have been only two people who had the capacity to take over the world: Harry Truman and Dwight Eisenhower. Both while US president could have used US atomic weapons and long-range bombers to destroy the Soviet Union, insist on a US monopoly of atomic weapons and long-range bombers, and then dictate terms to the rest of the world.
We came pretty close to this in the 20th century. Technological advancements make it easier for larger and larger territories and populations to be effectively controlled; if history continued "business as usual" for a few more centuries I'd be surprised if the world wasn't politically unified at some point.
I don't think it's super surprising that it hasn't happened yet. We came close, but it's not like we came close 100 separate times (if we had, then it would be surprising that no one succeeded.)
I don't think that we've even come close yet. We've had some windows during which someone could have (weakly!) imposed their will on anyone in the world, but not on everyone.
https://waitbutwhy.com/2019/08/giants.html has a pretty convincing (to me) explanation of this. Basically the way human psychology works is that people have conflicts at the highest available struggle, and when no outside enemies are a threat they turn internally. For a nice graphical illustration, skip to "Me against my brothers; my brothers and me against my cousins; my cousins, my brothers, and me against strangers."
I suspect you will not accept this answer, but for many practical definitions the United States had control over the world starting in 1991 and ending around 2010.
Another question one could ask: why has no one corporation taken over the entire economy/business-world when there are such stark differences in efficiency? My answer tends to be that corporations are just too bad at replicating themselves, and this failure to replicate is also a big part of why they suffer diseconomies of scale: https://www.gwern.net/Backstop This also holds true for humans: Genghis Khan or Napoleon could conquer a quarter of the world; if they could stamp out identical replicas of themselves and just make vast armies of Khan or Napoleon redshirts, each utterly and implacably devoted to the cause, no more concerned with themselves than a skin cell is concerned with itself rather than the good of the whole, they could hope to conquer the world - but they can't, or anything even remotely close to that like cloning (even children aren't very much like their father, and it must be a package-deal).
I'm actually kind of surprised at this, now that I think of it. Clearly there have been numerous people who have wanted to take over the world, and there have been several individuals or empires that have taken over significant fractions of the world. Are there any careful systematic studies that try to explain why no individual or group has ever (yet) succeeded? Is there some set of general theories that even attempts to explain this, in part or in whole, in a systematic way?
I feel like such a study might be quite valuable for a lot of different reasons, in addition to being interesting in it's own right.