'Choice' makes all the difference
Let's imagine two scenarios. In both a dollar of your money is going to finance something you don't like.
In the first scenario you choose to do business with a company which supports a cause that goes against your principles, but for some reason you continue to do business with them. You may grumble, but you have decided the value of the product or service you get from them outweighs the objections to how they are spending a percentage of the money they get from your business.
Now lets imagine the same dollar going to support the same personally-objectionable cause, but in this case the money is taken by the city of Albuquerque, the state of New Mexico, or the Federal government through taxation, in other words, under threat of death. Even if you are still under the impression that the penalty for keeping the fruits of your own labors falls short of death (it doesn't), the fact that you are given no choice in the matter should make the loss of that dollar less tolerable. There is a monopoly that you are compelled to "do business with" in this case.
Isn't the earlier scenario more palatable to you? After all, if at some point you finally decide that you can do without that company's product or service- maybe a competitor opens for business- you can vote with your wallet. Government forbids that choice by "law", although it still happens.
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