Imagine the world was one nation and each ethnic "homeland" had internal self governent but not independence, would this be practical, how would it be achieved and what are the pros and cons?

Extradition treaties…

I mean, the entire point of moving to other countries isnt necessarily the cultures… a practical reason would be the different legal code that you are more comfortable with…

I think a world government would need to respect the world communities need for a variety of legal structures, different permissions and crimes… granting the individual every right to move to the appropriate "state" of their choosing… instead of being subjugated to the same criminal code no matter where to go.