@Thomas,
I will agree that nations and citizens can work together to make the world a better place... it is the idea of some perfect, peaceful Utopia that I am objecting to.
As you say, it is about costs and benefits. My fear is that in many ways forward toward this Utopian vision of a world without war-- the costs far outweigh the benefits.
Let's look at your examples...
First, I don't think that invoking the experience of the 19th century US government, with its bloody civil war, is a good way to support your argument.
The EU is not a good example of a way to eliminate war. The EU is an exclusive club that rejects countries that don't meet its cultural, political or ethical standards. You can't have an exclusive, worldwide organization.
What I am worried about is that the way you would get a world without war is not 19th century US, or the EU-- but 20th century Stalin.
Stalin was largely successful at bringing peace to the warring states in the Soviet Union, I don't think many of us would find this desirable..