My world is a giant wall filled with ledges
Rather than a planet, this is a wall with massive ledges scattered across the surface. The wall can be dug into, and there is magic in the setting, as well as fantasy races. The major population centers are located on these ledges, though towns built directly on the wall are also common. Water and other fluids that fall will not fall forever, eventually hitting a ledge or evaporating. Rock falls are common, especially when there are no plants to hold the material in place. There is typically a constant flow of liquid water, or at least dampness to the face of the wall that can be found in most places. The wall is endless, but has an assortment of dangerous things such as lava flows, large jagged ledges, and incredibly fast wind separating land masses the size of Australia. Each major shelf is around 50 acres, with the smaller shelves being about 10. There is only one side that is habitable on the wall, the other completely flat. It is impossible t tunnel to the other side, and there are only ledges on one side.
Most Technology is steam powered, with magic being used for powering it with quick bursts of heat or steam. Travel is limited by the large distances, and the fastest of the vehicles are limited to about 20 miles per hour due to unstable spaces between shelves, as well as the winds that make traveling far from the rough surface difficult and risky. Trains, blimps, hot air balloons, and tunnels are the main method of locomotion. With small crawling vehicles used for smaller groups when an airship isn't available.
Magic is only able to make quick bursts of energy to push, pull, heat, or cool objects. It typically takes energy from the body of the caster, such as energy from food or heat. Cooling causes the caster to heat up. There is a range limit of 10 feet, and the typical use is to power the technology used to travel.
What may help
There are major barriers to mass transit, as well as very limited living space. People are very spread out, and also lack space to be completely self sufficient. There is a steampunk level of technology, with very limited magic that most people are capable of using.
How would a government maintain the loyalty of its many ledges?
The situation is similar to that of the British Empire at the height of its colonial days — maintaining the loyalty of distant branches of the empire in a day when travel was lengthy and dangerous. (Although that's where the similarity ends.)
The best answer both identifies methods of maintaining loyalty and explains why those methods work.
Answers must deal with the limited landmass of ledges.