Does such an entity really exist outside people's heads? Or, instead, is it more true that professed members of nation have very different ideas about what the shared values are and who else is part of it? I'd vote for the latter. Even in France - Corsica, Le Pen and followers, Bretons, part of the banlieue population - it's more varied.

Also, 'hold them together' is relative - for example, 55 years ago, that would have been said about Algeria as part of metropolitan France, and who can be certain that some events won't lead to further changes.

Democracy, especially social democracy, always works best in very coherent populations: for instance, Scandinavians countries or, for quasi caricature, Switzerland at the canton level.

You mentioned Switzerland - what about federalism? What about a democracy with multiple levels - local councils, counties, cantons/states, federal state (EU)? It works fine for Switzerland in the small, for Germany on a higher level, and so-so on the highest level in India.

_{*Lunatic*, n.
One whose delusions are out of fashion.}