Yes because the internet will defend you, protect your natural resources, provide you with health care, provide you with unemployment insurance, negotiate treaties to your benefit, inspect your food, regulate your drugs, educate your children and pave your roads.

The reason it's so hard to move between countries is standard exploitation. People would exploit the resources(be them natural or otherwise) and move on to the next place if there was nothing stopping them. Maybe you wouldn't. Or maybe you wouldn't notice yourself doing it. But people would. Tourism is really only good for local economies if you leave after a few weeks. Otherwise you're putting to large a burden on the place you're visiting and the payoff of having you come and leave money is no longer there.

People should be able to move to other countries if they want but it should be a serious and large decision. And realistically, you should care about your local government. It's not like democracy doesn't need you just because you have cute ideas about global citizenship.