Let me put things into a simple POV: Do you enjoy driving on the road? If you are in America you are likely to say no because the roads are quite bad, but if you are European you wouldn't be negative about the roads. (this is at least in most instances)
If it wasn't because of Tax, you would enjoy driving much much MUCH less, because you would be driving in the middle of nowhere, on a dirt road. Don't forget the government pays for the infrastructure that we all use every day. Now... Do we pay more than needed? That is a whole complete other question. But to answer your question, I think it is not theft.