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Who's "they" and why are we paying to uphold their power to make this decision whenever they want

"They" are whoever holds the monopoly on violence in the region. Sometimes colloquially called a "government" or "state".

You probably don't pay them to uphold their power to close roads whenever they want, it's just a consequence of the aforesaid monopoly on violence.

If you think it's wrong, you can try to bring competition into the market, but if history is any indication you'd better make sure you have a lot of upper/middle-class people who agree with you first.

We aren't doing anything, The Iranian government chooses to control what happens to electricity within their borders. It's one of the fundamental points of state sovereignty.

The example given was "public roads"

States can, and do, maintain the power to maintain or close public roads. In fact, they do so daily at border checkpoints, and do so locally in cases like local natural disaster risk (e.g. hurricane or wildfire evacuation).

Or in the case of local social disaster risk, like, say, riots, protests, or public gatherings.

It doesn’t even need to be a disaster.

A parade or block party closure is a closure of a public road, so is closing the street and digging a tunnel.

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