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.
Isn't that the problem libertarians are trying to find a solution for? Is your agrument now "there are no libertarian places out there, you live in a Democratic government society, so just buck up and deal with it?"
I hope you do live in a democratic society. Its a pleasant alternative to dictatorship.
A lot of the arguments here seem to assume that there is some way to have a revolution, start from scratch and create a new society. Since we can't do that, it would make more sense to work on how you want the existing one to work better.