They simply do not understand the fact that, no, that check is not "free government money" but is instead money that the government took, held onto for free all year, interest free, and then let you have back after you filed the proper forms.
So the suggestions to have people cut checks to the government (quarterly, monthly, annually) is generally made from trying to overcome that viewpoint that too many folks view their tax return as some form of "gift" from the government, and instead get them to recognize just how much tax money is being consumed.