An interesting example of this is the Roman Empire.
The last order of Augustus was a caution to future emperors warning them from conquering lands beyond the natural boundaries of the empire. Now, we know that many individuals took advantage of this and did exactly that but in doing so also abused their privileges and in some cases brought the empire to its knees. HOWEVER there were some individuals who declared themselves that they wanted to conquer all the world, but if we look at the empire under their rule we can see that civil war was rampant and they could barely control the entirety of their own dominion let alone the world.
There were characters who were charismatic and loved (Marcus Aurelius, Antoninus Pius) but they did not want the world, they only wanted the happiness of Rome's populace and as a result during their rule, Rome was arguably at it's most fruitful period and the emperors were at their greatest in terms of support.
It seems to me that when somebody wants the world, they fail to realize that they must first have support from all people they rule (even those they have conquered)
It also seems to me that when someone has support, is loved by all and has charisma they rarely want the world. Arguably Hitler had support and charisma but he was FAR from loved by all within Germany pre world war two.
For someone to control the world in my eyes they would need charisma, support, a mind of ingenious strategic thought and to be loved by the majority of those they rule.
No one person has ever ruled the world in my opinion because they have failed in at least one of those aspects.
Hitler was not supported by the majority of Germany
Julius Caesar did not have the support of Rome
The British Empire enslaved those they ruled and would not realistically have been able to maintain control of their dominion if their empire had subsisted/succeeded any longer.
Napoleon did not have the mind of absolute ingenious strategic thought it would have required to conquer the world.
Alexander overreached and was arguably foolish in some of his acts and so his downfall came before he has his chance to conquer the world.
I'm sure that there will always be people who want to rule the world though because as Gibbon puts it “As long as mankind shall continue to bestow more liberal applause on their destroyers than their benefactors, the thirst of military glory will ever be the vice of the most exalted characters.”