Everyone would prefer to not have an army, because most of the time you don't need them but they're still expensive to maintain and when you do need them they're even more expensive. But if nobody has an army then the bad actors can form an army and take over everybody else. So everybody needs to have an army unless and until you can get global coordination working to the point where everyone de-militarizes and the moment anyone starts militarizing everyone else does the same and joins together to absolutely crush that violator. You just gotta hope they weren't able to massively militarize in secret.

The seems unlikely to ever happen, so until then you have a couple countries that get to live in the sweet spot of not having their own army but still being covered by someone else's.