Union's do much more than just negotiate things with your employer. They lobby elected representatives. They donate money to political groups or candidates for office.

I have more dimensions to me than just what I do for a job. The collective aggregate desires of all my coworkers is likely to diverge from me in areas that I care deeply about. I don't need a situation where I am "forced" to support those things with my money and labor. I already have to do it with my taxes in some occasions. I don't need another one.