Those who claim they're being punished whilst paying taxes are being dishonest and inaccurate. Unless they got punished after they decided to not pay their taxes (that is, as we agree, a punishment). However, such is a punishment by law, and therefore we should assume the punishment is fair (until proven otherwise).

The -in this example- sales tax gets in a big chest. Some of that chest goes to healthcare. Same for smokers.

You may disagree how your government spends their income (part of which comes from taxation). I don't agree with a lot of things my government does either; still I pay tax.

In our democratic societies there are various ways to take action. For example, you're free to vote for a different leader. We (in "the West"), at least, have these liberties.