Same here in the UK. You can look at how much tax you've paid on your payslip, but you never feel like that money was yours in the first place since it never hits your bank.

I had to complete a tax return for the first time last year, although it's completely illogical (and I'd budgeted the number so knew what it would be well in advance), it felt more painful paying the ~£_,000 of extra tax I owed than paying the ~£_0,000 of tax that had been automagically deducted from my pay packet.