Or Switzerland or Belgium. I'd argue that, by now, there are more differences (cultural, economic, political...) between parts of the countries, like cities vs countryside, than between countries.
What's wrong with not having the government? It looks like Belgium functions quite well on an administrative level that it doesn't really need a "government".
A lot of countries would have loved to be Belgium, I agree.
But we're making the case whether national diversity is good or not. If Belgium would have split to the flemish and french parts - why would that have been worse?
It's up to the citizens to decide if it works out great, not up to you or I. So far they grudgingly continue with how things are but at least in Belgium it seems to me to be more about inertia and fear of change than anything else.
You can check out this entertaining video (english subs) to see the current state of things https://www.youtube.com/watch?v=4go1RXOBF0s