You find it funny, but this is by design. Governments are not benevolent parties, gifts of the gods to society.

Companies aren't either, but at least we can choose which companies we deal (not for everything, but still for many things) and companies can't use violence against us. We can't choose governments (if you live in a "democratic" state, you can choose a politician, which is another thing) and if you don't subscribe to what they impose, they have an excuse to use violence against you and your family.

EDIT: private bodies in theory can use violence, but then we also can fight back in legitimate defense. This doesn't apply to governmental violence.