There's not really a good answer to this question in the same way that, "In what year did Australia become a country?" might have one, but I'll try to point out how the premise of your question is a bit... flawed, and that might give you some perspective.

All of the areas you mentioned - China, Russia, India, the United States, Australia, and Europe - operate today under what we refer to as "Westphalian Sovereignty" which refers to the system of statehood that grew out of the Peace of Westphalia which ended the Thirty Year's War (1618-1648). The basic premise of this concept is that countries have defined borders and no country has the right to interfere in other countries. (In an ideal world, of course.)

Each of the locations you mentioned have undergone vastly different historical processes since 1648:

Europe, which was born out of the Westphalian system, developed with relatively evenly matched states that challenged each other for supremacy of not just their own continent, but all of the others, culminating in the first and second World Wars, in which most of modern Europe's borders were drawn and the international agreements that would today mark the beginnings of the European Union be established. Modern European countries are - for the most part - marked by linguistic similarities, shared governmental histories, and common ethnicities, though with many exceptions (i.e. the Basque territories and Catalonia, Northern Ireland, Switzerland, etc.)

Russia, always at the periphery of Europe, engaged on a centuries' long campaign of conquest that led to the domination of north Asia, and eventually the colonization of Alaska. The Cossacks who formed the vanguard of this empire launched what are often referred to as genocides over the indigenous inhabitants of Siberia. The huge central and eastern portions of modern Russia constitute some of the least dense areas of the globe, and while today Russian is still the most dominant linguistic and ethnic force in Russia, it wasn't always like this and these regions were once home to many languages and peoples. Some remnants of whom still remain.

India, like Europe, has waxed and waned out of a unified state since its inception. India is the home to many languages, only a few of which are mutually intelligible. More often than not, India was in a divided state depending on the religion, language, and ethnic group of the conquerors. Factors which Britain used to her advantage to conquer the entire subcontinent from modern Afghanistan to Nepal to Burma and Ceylon. In the 1900s, as Indians were campaigning for their independence, unity was expected though some regional divisions came up. Only one of which - the Muslims - succeeded in splitting Pakistan (which back then included Bangladesh) from India. Before this, also, Burma was split from the British Raj and achieved their independence (a Buddhist majority) later. Today, there are still regional, ethnic, and religious divisions that are trying to split parts of India from the Delhi central government. It is only because of British colonialism that we have modern India in its current united form, and Pakistan at all, generally.

The territories we now call the United States and Australia, like Russia, were once home to many linguistic and ethnic groups. However, through many westward campaigns of conquest and genocide carried out through relatively powerful central governments, almost all of them were wiped away in favor of an Anglophone majority that would dominate both continents politically, ethnically, and linguistically.

China is a bit of a wild card here in that the modern Han Chinese are very much an amalgamation of smaller ethnic and linguistic groups that have slowly melted together over the millenia. But the area that encompasses modern China has very much been the home to other totally non-Han ethnic and linguistic groups (i.e. the Manchu, Mongols, Tibetans, and Uyghur, who today make up special administrative autonomous regions). The People's Republic today acknowledges 53 minority ethnic groups and 5 major groups, and in the past it is apparent that there were more. Similar to Australia, Russia, and the United States, various campaigns over history have led to a strong central government and a united area.

I hope that helps add perspective to your question. There's no single answer to why history evolved differently in all the different continents, but it might help to look into the different histories of an area and you can see how the historical challenges between say Germany and France evolved different from those between Tibet and China. Or the United States and the Iroquois. Etc.