Why tax something that provides only positive value without using local ressources.
But true, the real punishment comes if you decide not to pay your taxes...
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.