You're not going to change behavior by moralizing to people who consider what you think is moral to in fact be immoral
You're right. Which is why I think a fair solution is to round up people who think taxation is automatically immoral (along with the rest of the "if a government did it, then it is by definition immoral" brigade), drop them somewhere with no government and no laws, limited resources and maybe a bunch of weapons, and let them put their philosophies to the test.
If there are any survivors, then when they make their way back to civilization they might have a different worldview.