A "need"? I don't think so. If other countries want to screw themselves with socialism, I say let 'em. We should just stop giving them money, which is what we're doing now (both directly and through UN organs that encourage socialism).
I'd be in favor of the UN if it prevented our government from infringing on our liberty.
Any world government that had the power to do that would also have the power itself to infringe on our liberties. Only when it's done globally, it becomes much harder to control. I strongly suggest you rethink this.
I am talking about more in theory than anything else.
At present, we are on the same page.
A 'higher' form of government is useful if it prevents the lower form from passing freedom inhibiting laws and doesn't pass any laws itself.
Again, this is theoretical and described a bit in that link I posted.