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.
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.)
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.
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.