Government is the only thing that we all belong to. We have different churches, different clubs, but we’re together as a part of our city, or our county, or our state, and our nation.
And it's made clear in the video that when reference is made to city, county, state and nation that what's being referred to is these entities as governments.
How did it come to this? It's once more a predictable consequence of a liberal philosophy. It was once the case that individuals belonged not to a state but to a nation, understood to mean a distinct people connected by some combination of kinship, history, language, religion, culture and mores.
This type of traditional nation was ruled out of bounds by the liberal insistence that predetermined qualities ought not to matter in life; human associations could no longer be based on involuntary qualities such as those related to inherited tradition or biological relatedness.
Most liberals opted instead for a civic nationalism, in which forms of commonality and connectedness were replaced by an emphasis on diversity, with a commitment to the liberal polity being the uniting factor.
And look where that's taken us. A major party in America can open up its convention with the slogan that "Government is the only thing that we all belong to". We all belong to the state. That is supposed to make us freer than the traditional idea that we belonged to a particular people.
There's an excellent discussion of the ramifications of all this at View from the Right.