A strong central government is not the panacea that some think it is, although it helps a lot. In many ways, the US, which is a very large country similar in size to all of Europe, shares many characteristics with Afghanistan, Russia, and many other countries. Underscoring that point is that today (Jan. 3, 2016), a militia group again seized a building to underscore their outrage. Armed militia, Bundy brothers take over federal building in rural Oregon. This happens regularly in the US by radical militia groups. Defusing the situation is difficult, and sometimes leads to violence that incites more outrage in wider groups, just as US action often does in the Muslim world. But groups like these militia love to feed their audience the poison that they stood up to the US government, just like Saddam Hussein and other small leaders do for propaganda within their group.
Reactions vary from sympathy to we should just blow them up and be done with them. The US is very tolerant of these groups. We are a very divided people that emphasizes individuals and communities doing as they please. Even polygamy has been tolerated in some states as long as it doesn't raise its head.
Afghanistan has large areas with tribal rule. Some there despise the idea of a central government. They prefer their own rules and own swift justice. Similarly in the US, many prefer to live in their own way and not be subject to other's rules.
Russia, which is the largest country in the world, and the US, and Afghanistan, are all very ethnically and religiously diverse. Problems arise in all 3 countries from conflicts between religions. Russia has large regions dominated by Muslims, and they want to live their way. In Afghanistan, the Taliban wants to dominate and oppress. In the US, many Christians want to see the government run by religious rules, with everyone subject to them.
There are mass killings in the US, Russia, and Afghanistan by radicals who want to oppose something or create change. Christian groups regularly bomb abortion clinics. Some think that's tolerable. Mass killings of 4 or more people happen every day in the US. Just as in Muslim countries people go around firing weapons into the air, in the US, many people celebrate weapons. Russia just recently permitted people to carry guns. (Most nations, even where guns are banned, permit gun ownership for sport.)
In Afghanistan, opium harvest profits reached $1.4 billion. In the US, marijuana sales alone gross $30 billion to $40 billion, and with the advent of tolerated growth and use, are soaring even higher, despite official federal opposition.
Homosexuality is punishable by death in Afghanistan. Russia lists it as a mental illness, and it is tolerated, and gays serve openly in the military. The US recently enabled full acceptance in legal and business affairs, but some Christians threatened violence and government overthrow at the ruling.
While the US may trumpet our differences and leadership in many areas, in many other ways leadership faces the same challenges in all nations. No matter what you do, someone isn't going to like it. Balancing majority rule while maintaining minority rights, and balancing natural or state human rights against religious rules, is a major challenge.