The problem with your analogy is that society is not a group of friends playing a video game.  You don't get invited to be part of society and you can't ignore the fact that your actions have consequences for other people in society.

A better analogy is an apartment block.  At the owners AGM, one owner says "Hang on I never agreed to the stairs being cleaned 4 times a month.  When my father bought this place 40 years ago, stairs were cleaned twice a month.  You guys are spending money hand over fist and the management fee is going through the roof.  And its on stuff I've opposed at every meeting.  I want to withhold my management fee because I never agreed to all this stuff."

I've been the head of a residents company in financial difficulties where people who themselves were broke made this exact argument.  But if we have voted and the majority said to clean the stairs four times a month, I can enforce collection.  Mostly people realise that the administrative costs of fighting are a waste of money and pay up.

Taken to a bigger scale, we have common needs that must be met and taxation is the means we use to pay for them.  There is no invitation to join - you inherited the citizenship.  You may not agree with where the money goes but its up to you to change the system.  There isn't really a way to opt out/move away but that's the limit of the analogy rather than of the logic.