He wouldn't, though, because with no nations, the U.S. wouldn't exist as a nation, nor would it have jails, nor would there be an "it" to have them. You can't take one side of the thought experiment, eliminate it, and then assume that the other side will run amok without it, because the whole point of the thought experiment was to imagine what would happen if we eliminate the concept of nation-states.

The bigger question is "Is there some person or organization who would cause harm to Assange that he would not be able to protect himself against?" I don't know the answer to that. Go back to the Middle Ages and the answer would be that Assange would pledge his loyalty to one particular lord, who he agreed not to spill the beans on, and he would get protection from them in return. With city-states (popular in antiquity, and perhaps rising again), he would reside in a city, and (assuming he wasn't exiled), that city would provide for his defense and refuse to extradite him, and all the other cities can go to hell.

The complexity today is that we have this whole other level of trans-national organizations: multinational corporations, NGOs, philanthropic foundations, Internet communities, hacker collectives, etc. Many of the "attacks" on these organizations can't be stopped by a national border; for example, Assange can continue releasing damaging information against the U.S. from within the Ecuadorian embassy, and he has done nothing to physically violate U.S. territory, and yet this doesn't matter because our lives are half lived in cyberspace anyway. The nation-state arose as a protective force to ensure that violence occurred only within well-defined wars at the edges of their territories, and citizens could basically count on peace when not at war. It basically succeeded at that, but it succeeded so well that the "battlegrounds" now have nothing to do with physical location and often little to do with physical force.