You obviously haven't been to Belgium, which has 6 governments (and prime ministers) for a country that has the size of 1/10th of Italy. Decentralization has benefits, yes, but as for everything there are limits to it.
So what's the negatives Belgium is suffering from, because of their 6 governments? Comparing them to the rest of the EU, Belgium seems quite successful at whatever they are doing.
There's a cost, and it is often annoying and widely discussed, even joked about in highly federal countries. But there's benefits that are quite apparent I think.