In a way, having states in the US is that idea. E.g. moving from a deeply racist southern state during the height of equal but separate era to a more progressive state would have given you far better results than voting in terms of how you were treated by the local government.
This opens everyone up to the kind of complexity nobody is ready for.
- Would the groups split under different governments but sharing the same territory? Who has the final word?
- Do they split the territory? Who gets the better one?
- In any group someone will be unhappy with the treatment. How many times do you split and "get your own government"?
- Maybe the competition is between the already established governments of existing countries. What happens when one government (or the people it represents) doesn't what specific people from joining the group?
First Past the Post (what most nations us) is not a way to pick a true representative official, it breads defensive voting, vote spoiling, and all kinds of other problems where you end up in a spiral of worse and worse people, and where everyone says "I do not want either option but...."