There are a slew of assumptions that are being made when arguing for a pro-state stance. Eventually, you'll stumble on this thing called the "social contract", and then magically all questions of validity are somehow answered. It's a convenient answer devoid of any first-principles, that many are content with using as a basis to defend the status-quo of the existence of a state.
Taiwan is not a state in the eyes of the US simply because China wouldn't play nicely if we said otherwise.
Saudi Arabia during its formation in the early 1900s would have been indistinguishable from the ISIS of today.
Maybe you had a different window you wanted, or maybe you did not want to replace it at all.
"Paying for services" implies some kind of voluntary exchange. Government is not voluntary, government is violence, and any "service" provided by government is done so at gun point under the threat of violence and paid for in the same manner.
Of course, none of us here has a country that would demand such ridiculous things as income taxes from expats, so I see where that may come from.