Only if acted on by an outside threat
One of the hallmarks of intelligent life is that we learn things we do not naturally know from our environment and the people around us. This means that people who occupy the same social spaces and face the same environmental factors will learn different things than other people raised in other environments and around other people. This is an unavoidable fact of how intelligence works. No matter how alien a society is too us in thier general values, logic, and technology, the divergence of cultures is inevitable.
Another unavoidable aspect of intelligent life is selfishness... at least if said intelligent life is the result of evolution. Evolution requires that all organisms prioritize thier own genetic survival above the genetic survival of others. There are many cases where this means that the survival of kin can hold a higher importance than personal survival, but any organism that does not act in a selfish (or at the very least racist) way is at a competitive disadvantage because they are more likely to sacrifice thier life for other bloodlines that are not so selfless creating a more selfish next generation.
This means that for any planetary/interplanetary government to exist, you must accept the likelihood that it embodies many different cultures and ethnicities. This is not a problem really, there are many large nations like that today, but they only exist because of the existential threat that they pose to one another.
Fundamentally speaking, governments provide 3 services: Law, Welfare, and Protection.
When it comes to Law, many small nations is preferable to a single big one. Because your species is made up of many cultures, different regions will develop different value systems; so, the bigger your government gets, the harder it is to pass laws that will not incite rebellion. Take the United States for example. Each individual state is generally able to agree on the kinds of laws that should govern each state, but the supremacy of Federal Law has been a huge destabilizing factor since the signing of the US Constitution. Every time the Federal Government tries to regulate anything like Abortion, Gun Control, Socialized Medicine, etc... it becomes hugely divisive and risks secession and civil war as one culture or group of cultures imposes its values over another. Right or wrong, it is more stable to let each culture write thier own laws.
Welfare is also preferable at a small scale. Some cultures will inevitably become more prosperous than others which results in asymmetric costs. Because evolved intelligent life is inherently selfish, no intelligent being would want to pay into a welfare system to support people other than self and kin unless there was a perceived likelihood that such cost would be repaid. This is not just personal welfare but also includes things like one state bearing the burden of another state's debts, one company baring the tax burden to bail out another company, one state investing in another's infrastructure, etc. Alternatively, when you have a Federal system that refuses to redistribute the wealth, the poorer classes of people become angry, like how you see low income communities get upset about the lower quality of thier education. If your local economies are all in perfect balance, then Federal Welfare makes since, but when they become imbalanced it also provokes secession and civil war as one culture or group of cultures becomes parasitic to another.
Protection is the only core function of government where bigger is truly better. Not only does a larger federation allow you to add together the resources of many regions to form a bigger and stronger army, but it also allows you to combine the best of many cultures. One region may provide the best soldiers, another the best weapons, another the needed economic and logistical backing, etc. So, 50 regions united under 1 government can be much stronger than the sum of all 50 regions acting on thier own.
... and this is where the outside threat becomes so important. If an alien species were alone in the universe, then as it approaches total unity, the value of military protection goes down, meaning that all the government has left to offer is Law and Welfare. This is extremely unstable, and can only lead to secession or civil war. So for an entire species with all of its different ethnicities and cultures to unite under one government, and stay that way for any significant period of time, there needs to be an outside threat powerful enough to make everyone willing to give up the benefit of many smaller governments.
There are 2 possible types of intelligence that might be alien enough to prefer global unity: Hive minds and AIs.
If all members of your species are part of a single hive mind, then there will only ever be one opinion about anything. In this case, there is no need for a government in the traditional since at all because all actions will be the result of a consensus. If you entire society decides today that that speed limit on the highway should be 120kph instead of 110kph, then no need for Law to enforce this choice because everyone already agrees it is the thing you should do, and if some people live in squalor, then everyone suffers; so, the consensus will do what it can to fix the problem. So, the functions of government that don't scale up well with individuals, are built in when your whole species thinks and acts as one.
Non-hive minded AI could also achieve a singular government because it does not need to defined by evolution. AI can be 100% altruistic; so, even if AI creates a lot of different cultures, they could all value each other enough to see welfare alone as reason enough to have a global government, and not become resentful about any imbalances.
While it is also technically possible for a totalitarian government to subjugate an entire species, but for the reasons mentioned above, this could only be a temporary and very unstable solution. No matter how many tools the government has at its disposal for keeping the people subjugated, you can only oppress the people for so long before somewhere in the collective intelligence of everyone below you, someone figures out a way to effectively depose you.