This idea has gotten bounced around for over a hundred years. The 19th century saw the idea of the Imperial Federation suggested. The late 20th century saw talk of the Anglosphere. And there is suggestions of the CANZUK International in the past decade.
Either way there are common cultural roots between all the nations that make up the Anglic Civilization. They have close military, diplomatic, and cultural ties. It is an easy step for people to try and imagine closer commercial and political ties.