Here is an interesting interview with a pre-eminent classicist, theorist, philosopher and political theorist, Prof. Martha Nussbaum;
The question of whether we are citizens of the world or citizens of a polis or of a country begins in ancient Hellenistic thought. For when Alexander and later Rome united the known world, the question of being a citizen of the world became a fact, not a theory.
The philosophers began to talk as early as Socrates/Plato/Aristotle of virtue ethics and deontology–the notion that we are united or divided by whether we are good or bad. The schools that followed, particularly the Stoics, seemed to agree. But so did the Cynics and the Skeptics in their turn.
When Christianity syncretised neo-Platonism with Judaism to create the modern Church and the councils, and St. Augustine wrote, they wrote of a “City of God” of which all could be citizens. There were no political boundaries.
Of course, to the West there were the Dark Ages, to the East Cesaro-Papism and the rise of the Caliphs and Sultans, but in both places, one could be a citizen of the City of God but merely being a good Christian. This even after the Byzantine Empire passed, the Christians remained–Rumi Orthodoki–members of the City of God. So it was too in the Holy Roman and AustroHungarian Empires.
Only Britain and France seemed like nations, and they, like Spain, had far flung empires.
As of 2020, we now have hundreds of countries, as well as aspirational countries like Kurdistan and Khalistan, which frankly deserve nationhood.
But the notion that we are citizens of the world-/ by virtue, by duty, by religion–is hard to escape. It has been with us a long time, and for many, every man and woman is my brother and my sister.