Taxes, what a pain! This seems like a textbook example of "champagne problems," don't you think? It's like griping about the brightness of the sun on a tropical paradise. You're doing better than most people if you can complain about lottery taxes.
Lotteries are illegal in my country, but the practice of retail lotteries still occurs covertly in areas other than mine without worrying about winning taxes. Well, this is the only advantage if you buy lottery tickets in a country where lottery is prohibited.
And the unique thing is, lottery players in remote areas don't understand anything about probability, this game is still favored by only the elderly. Due to legality restrictions it makes buying tickets less frequent and small amounts to not attract attention. They only buy when they believe they have got a "clue" of the mystical will be lucky that day.