The cigarette tax is interesting because this exemplifies a corporate entity/state which wants to protect its revenue at the expense of a person lower on the ladder trying to address a simple market situation, it's not one that I or you deal in, but this guy obviously did.
By making it illegal, the police must enforce the law. The guy then breaking said law is faced with a hard choice when dealing with the police in that situation, which is that he is going to be at a minimum fined or possibly worse. For a cigarette, which all sane people would say, "seriously?"
Our goal should be to have police enforce laws that we care about, and laws that actually matter. It reduces the chance for potential abuse of the law. Remember that most poor people are forced to work and live in more public areas, where richer people have more private property that shields potentially the same or worse incursions of the law from the police.