Can't speak for them, but for me the issue isn't all taxation, but it is the extent of taxation and what it is spent on. I mind being taxed when that money is going to corrupt government contracts, being used to kill innocent people, and a number of other positions which I would get varying levels of agreement with.
Taxes used for ensuring murderers aren't free on the street is a lot different than taxes used to put people in prison for pot.
This is especially true since we are at a point where most people are taxed without representation, because their vote buys so little in comparison to lobbying or other factors (such as us having first past the poll system of election in the US).