At the moment it seems like alliances are a must every game.  Does anyone think it should somehow be riskier and much rarer thing for alliances to form?

They should probably have an influence upkeep cost, at least, and a permanent increase to your victory conditions even if you leave. Currently alliances are easily abused to accomplish a victory by using allies as a buffer or even co-op to speed up, then dropping to win.

I agree about alliances should increase the win conditions. I also liked how CIV6 touched that subject -via upgrading alliances- shaping its purpose is fun. It needs to demand something, somehow. Maybe influence expanses or maybe in another way. Maybe unintended migrations can occur or something different. The current version looks like a check-box feature.