Their effective tax rate is lower too, since once you don't need to pay as much for education and healthcare, your take-home pay is higher. You have extra time to sleep, spend with your family and friends, or go out for a walk / read. Your mind doesn't constantly worry about the future of your children or healthcare access due to the social net. This means you're more productive at work and in society.
What's described above is the most evolved liberal democracy. Not the white collar rat race we got here, where we worship billionaires and tax cuts for corporations, where it is still a debate if weapons of mass carnage can be sold to children, where the police force murders its own citizens every day on the streets, where politicians are bought and sold to the highest bidder, in the country with the highest incarceration rate in the world.