"Make disciples of all nations," says Jesus. "Nations" here means people groups, not necessarily what we call a nation today. However, people groups would include people living together as a nation. And nations, as well as other distinct people groups, need to be taught all that they had been taught. And also, they need to obey all that He has commanded them. They need to obey God's laws, and they need to do so today. The nations need to live in a way that is pleasing to God: he has all authority.
There is theocracy in the world, whether or not people know it, or believe it, or act like.
Jesus IS in authority! Jesus, our Lord, is in charge! He IS the King of kings. The part that I just quoted, from Matthew 28, comes after the phrase from Jesus, saying "all authority, in heaven and earth, has been given to me." (Matthew 28:18).
He IS in charge, whether people like it or not. The question is, how do we react to it?