Leaving aside the whole "let the risk fit the taxation" argument and side-stepping the economic arguments, consider the purpose of taxation.
To pay for things you don't want to be bothered with.
I really and truly do not want to be bothered with the state of roads, the condition of national forests, the communication between Canada and the dozens of other countries on the planet, the maintaining of the armed forces, the quality of imported goods, the smooth operation of the school system, the inner workings of the penal system, the policing of corporate entities, and a host of other headaches that local, county, provincial and national governments have to deal with every single day.
So, since money is much easier to come by and part with than bartered goods and other services, I kick in a chunk of my income in various ways to various governments to deal with the things I don't want to be bothered with. Will I pay in more than I'll get out? Most definitely. Do I care? Not especially, no, because if high taxes are my biggest concern, I figure I'm ahead of the game. Because I'm in a system that gives me worry-free choice, drinkable water, smoothly paved roads, and a complete lack of heavy ordinance filling the air.