Let's use city as society. Construction and establishment of systems take time and effort and money. If you dont like that established system then you should leave the system.
The system of theft/taxation is worldwide. Anywhere I go there will be the same system. So that's beside the point. But again: Why do the bullies get precedence?
It isn't worldwide, just found all over the world. If you leave civilised areas no one bugs you about taxes. The precedence is due to a type of ownership. Property rights.