Self-preservation falls out of almost any other goal you give an AGI. If I program my AGI with the goal of making my startup succeed, and the AGI thinks it can help, then me shutting it off is a potential threat to my startup's success. So of course it will try to prevent that the same way it would try to prevent any other threat to my startup's success.
World domination is a similar situation. For any goal you give an AGI, one of the big risks that may prevent that goal from being accomplished will be the risk that humans intervene. Humans are a big source of uncertainty that will need to be managed and/or eliminated.