Of course that's what's wrong with the whole thing. The function of the state is not what it can do for you (any more than it is what it can do for the people in the arts.)
If you want to create a charity and call it the "Minnesota Sports Scene" and donate to it so your favorite team can wear purple spandex in air conditioning year round, that's fine. But taxes force others to pay for it.
Two wrongs don't make a right. It just means we're all corrupt.
When you support taxation because "it pays for something for me", you are part of the problem.
Not part of the solution.
Whatever that something might be.
And do not be conformed to this world, but be transformed by the renewing of your mind, that you may prove what is that good and acceptable and perfect will of God.
Romans 12:2 (NKJV)