This is where superconductors come into play, i.e. materials that allow you to move electricity at no loss due to electrical resistance. The problem with those (traditionally, at least) has been that they usually operate at very low temperatures, which of course again require energy to be maintained.
A room-temperature, ambient-pressure superconductor would be the breakthrough required for doing this at scale. This of course would still require significant infrastructure investment.
A room-temperature, ambient-pressure, non-ceramic superconductor would be the breakthrough, because you need your superconductor cable to be transportable, repairable and not be a kilometer long piece of ceramic with zero tolerance for defects.
There's a project here proposing to transport 1.75GW across 5000km between Australia and Singapore.
The project is reported as costing $30 billion (22.6 billion USD) - but I think that also includes a 12,000 hectare solar farm and a bias battery as well.
A kilometre of a 1GW HVDC ground line costs $0.7-1mln. Double or triple that for sea lines[0].
China has had 2000km+ lines online for years now, so there's precedent. Not for solar specifically, but plainly to connect distant grids.
We have huge fiber optic connectors wrapping the planet, so there's precedent here as well.
Overall a global solar grid is technically feasible and actually not terribly expensive, but we need to solve the political issues preventing it first.
EDIT [0] for comparison highways cost $4mln per kilometre in the US and double to triple that in the EU.
A room-temperature, ambient-pressure superconductor would be the breakthrough required for doing this at scale. This of course would still require significant infrastructure investment.