The reason why we interconnect grids has nothing to do with politics and everything to do with physics, politics can sometimes lead to disconnections (like how the Baltic states disconnected from the Russian grid earlier this year) but it comes with great cost and involves careful planning (the fact that the Baltic states remained connected for almost three years after the start of the Russian invasion of Ukraine should give you an hint of how challenging it was).

The bigger the grid, the more efficient and resilient it is (and managing electric grids on islands is a nightmare), but it comes with a significant complexity and means restarting from zero is harder.

Interdependent grids are usually good: they allow you to average out the effect of a single power station failure over a much larger area, and to amortize prices from a wider area of suppliers.