If we controlled the world government, then what are all these politicians who run on a platform of exposing the secret government that already controls the world going to do?
Another species is very useful for unity, not necessarily for us to band together against, but because a proper intelligent alien kind of invalidates every religion. All the conflicts from culture clashing suddenly become pointless.
Or at least racists will have something else to look down on.
Throughout history men have joined with their enemies to kill their neighbors. Cortez had an army of native Americans with him to take down the Aztecs.
When the aliens show up and demand who's responsible for why our societies are such shitshows, all we have to do is point towards the fancy neighborhoods