Australia claimed a nail-biting one-run victory in the 50th and final over on Sunday to take the third one-dayer against Pakistan and complete a 3-0 cleansweep.
They won the first match in Sharjah by 93 runs and the second by five wickets in Dubai and are now back in the world number one spot having dislodged India.
"You're trying to win every game you play. As a team, a whitewash is what you want," said Bailey, who has been standing in for injured skipper Michael Clarke.
"It's lovely to be ranked number one in the world but come the World Cup, I think, it will have zero bearing. It means nothing,” he added.
Pakistan, chasing a modest 232-run target, were well on course with Asad Shafiq (50) and Sohaib Maqsood (34) joining in a 74-run fourth wicket stand.
But they then lost five wickets for 54 runs as Australia sensed victory with 24 runs still needed for a win.
"To see our energy, our fight and our intent to get through difficult periods and get through the pressure that Pakistan were putting on and throw it back at them - that was more pleasing," said Bailey of Australia's fightback.
 "That's the sort of stuff that will happen in the World Cup,” he added.
Bailey praised bowler Glenn Maxwell who defended two runs with a maiden final over, taking two wickets for the one-run win
"It was pretty stressful. Ideally we're taking those wickets earlier. I felt unless we got some wickets and got ourselves back in the game then they were going to win the game in about the 47th over," said Bailey.
"We had to try to get back into the game to try to win it and we did,” he added.
Bailey, who stood down from the Twenty20 captaincy last month to concentrate on one-day internationals, said leading the team was not on his mind.
"The thing that is playing on my mind at the moment is not getting enough runs. I am enjoying the captaincy, winning is fun,” Bailey said.
Bailey managed scores of just 18, 28 and nought in the series. The two teams now play a two-Test series with the first match starting in Dubai from October 22.

Latest News from Sports News Desk