Taking over the world is about the challenge, the thrill of the hunt, the complex and intricate plans used in the game. It is the ultimate game. The greatest game. But once you succeed, that thrill is gone. What is there to do after you have the entire world at your beck and call? Sure you can try for the galaxy, but most of that is empty space. And it takes forever to get anywhere. No, for the present, taking over the world is the end-all of accomplishments. Success is the true mark of a genius.
But ruling the world once conquered, that is a job that no sane man wants. It is so much harder and much less fulfilling to rule then it is conquer. To conquer you see your borders expand. You get to laugh an evil laugh as the hostile color that has been assigned to you by the "news" media spread across the globe. But to rule would be to keep what you have. You never make any tangible progress. The valiant patriots who once made last stands against you are gone, replaced by clamoring rebels. The worthy foes have been usurped by toadying sycophants.
No, conquering the world is my objective. Once I have done so, I will retire and let the petty bureaucrats and stuffed suits do the grim, unfulfilling chore of ruling.
Alexander the Great would agree with you. Maybe one reason he kept going after the conquest of the Persian Empire.
Think of it like an overly intricate unnecessarily slow dipping mechanism. It is fun to funnel all your desire for revenge and inflicting pain into the design. It is really fun Strapping somebody into it and watching them squirm as they descend into the pool of sharks, but once they hit the water fun is over. Time for a new hobby.