You are made to fund, by compulsion, monopolized services, by an entity that has a poor incentive to provide them efficiently.
I firmly believe in supporting education, scientific research, and a social safety net. I disagree entirely with the mechanism by which the state does so.
It also happens that the state tends to fund things that further its own power and are generally evil, such as weapons of mass destruction, military drones (and all the civilian deaths that go with them), torture, secret mass surveillance on their own citizens, subsidizing corrupt corporations, police who engage in unprovoked violence, propaganda, secret unethical experiments against their own citizens, ect...
But sure... sure. Go on with the whole "who will build the roads" meme. /rant
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So because the government funds things you don't like, it shouldn't fund the things you do like...
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I don't actually exercise any meaningful control over what the government funds. Neither do you. Even if a significant portion of the democratic process wanted to end those things, you shouldn't expect it to happen. There's no real accountability. Some of those programs were secret, it's reasonable to believe there are other programs which still are. You don't know what your taxes fund. And then elected officials don't hold that much power over government anyway. The state's will look after its own interests, and that means keeping and expanding power. This is a natural incentive, and comes before whatever synthetic incentives of checks and balances one devises. The state simply has more control. And to more directly answer your question, there are reasons why even the most beneficial programs shouldn't be funded through taxation. When a service is payed for by compulsion, it becomes a monopoly. Even if there's competing organizations, it's still a monopoly, as it gets funded either way. As a monopoly, it has little to no incentive to provide those services efficiently or effectively. Like I said, I support education and a social safety net, but I believe the way the state does it is both very wasteful and harmful, and I believe this is the result of compulsory funding. It doesn't have to compete over customers by offering higher quality services or better prices. Anyone can see how destructive monopolies are in any industry.