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...
You clearly have no idea how much value is taken from you in the multitude of ways that the government takes value from you, and greatly overestimate the cost of defending yourself in a free society.