If there is one thing he wanted, ruling the world is not one of it. It is too inconvenient and it did not answer the question he had in his heart and in his mind.
If ruling the world would show him the answer, then he might be interested.
It is the reason why the World Government have relaxed against him and why the Republic try their best not to get into conflict with him.
Because they both know that their interest does not align, so why bother making themselves to be enemy with him.
But both of them are also wrong on their perceived reasons of why Death Monarch did not desire the world.
The World government believes he is just being lazy and found it troublesome to have the grand aspiration that they have, to unite humanity and bring peace to the world.
They believe it to be a grand aspiration. To Azief however that grand aspiration is laughable.