Oh noes! I can't possibly imagine living in a world with no government where certain bad people would no doubt try to steal from me and hurt me to help themselves! So therefore, it's necessary to submit to certain bad people who are the government who steal from me and hurt me to help themselves!
Statism = Logical failure
It's you who logically failed here. You pay some bad guys and they defend you from other bad guys out there. Because of the economy of scale, you actually end up paying much less than you would have to pay without a state behind you. So your imagination wasn't actually deceiving you...
Up to this point I thought you were serious.
Look at the tax rates. LOOK AT THEM. There is no way in hell it would ever cost me that much to defend myself, my family, and my property. If I blew off a thousand rounds a day in practice and installed prison level security, it wouldn't cost that much.
And that's merely monetary. In "the land of the f(r)ee" it is literally impossible to be alive without committing pseudo crimes that are considered felonies.