Why would that not make sense? They don't want to share control with elites from other countries. If they developed towards a global system then everybody would have to follow the same rules, whereas right now there are different rules, which leads to more opportunities for them to retain their power.
Rewording what you wrote. Maybe a dictator can make anyone disappear instantly with no questions asked from within the country. Scrutiny from the outside will only happen if someone is fast enough to leave and open their mouth despite the threat of retaliation/persecution/execution of loved ones (a la North Korea)
I was thinking more broadly than overt dictators. Right-wing nationalists tend to have vested commercial interests that benefit from a lack of global integration. I'm thinking more of Trump, Bolsonaro, Orban, or Morawiecki. These are people that spout faux "anti-elite" rhetoric whilst having strong ties with actual global elites. This level of control might occasionally include disappearing individuals when necessary, but is much more subtle and wide-ranging.