"and give you piece of mind that what you own is yours and no one is going to take it by force" except for the government that takes stuff by force eg by collecting taxes etc.
So its way better to willingly agree to participate in a tax scheme, than being at risk of beheading from masses or poison in your drink.
There are other schemes, but it's always the same idea, you need to keep people happy enough and satisfied so they don't come for your stuff. That way, you can enjoy it in peace.
Edit: Well assuming a liberal democratic taxation system. Otherwise taxes can be a way to take even more from people at the bottom, like in feudalism, where land owners tax their labourers for the right to use their land.
Is it really willingly agreeing when there is no option to opt-out?
If you're interested in a more theoretical (and less bourgeoisie oriented) discussion of the tensions between a social contract justification for punishment and our practical inability to leave the state, I would recommend "Legal Obligation and the Duty of Fair Play" as well as "A Theory of Justice", both by John Rawls, as well as "The Principle of Fair Play" by A. John Simmons. You may know the second as a standard component of any introductory political philosophy curriculum, and the first and third were parts of a philosophy of law class I took, taken from a textbook by Frederick Schauer. They are quite interesting.
The conclusion I have come to is that we are morally bound by the laws of a state in proportion to the degree that they benefit us in comparison to other possible bodies of law. This approximates our willingness to agree to a given scheme of rules if we were presented with free migration between all possible states, and the extent to which we would prefer the state we are actually in, we should be considered to have willingly agreed to their laws even if that did not happen in reality.
As though taxes, government and broader social organization has nothing at all to do with why the roads are paved and there's a municipal sewer system. Or why it seems like it's so hard to find a body of land on Earth where you aren't subject to another, possibly much worse government (military is funded by someone...)
If moving somewhere you wouldn't have to pay taxes always seems like it would be too hard, maybe think on that.
https://en.wikiquote.org/wiki/Oliver_Wendell_Holmes_Jr.#1900...