What happens if you are in a third world country and there is massive corruption? You pay taxes and there are no roads, schools, or any essential public utilities. What you do see is the politicians and their cronies getting richer. Would you still argue that everybody should continue paying taxes?
You are 100% correct. A lot of these governments are corrupt to it's core. I have recently driven through Zimbabwe on my way to a project in the north and I can tell you that none of the tax payers money is ending up being spend on road infrastructure. Robert Mugabe and his wife and all his friends and corrupt officials spend that money on luxury trips to Europe!
In other countries wars are funded to kill people in foreign countries for oil / power / gold etc. and the tax payers money is funding these wars. Why did terrorists destroy the twin towers? Some say, it is because the USA are supporting the Jewish wars against these countries, to take their land.