If I moved to a place with no government...
I could decide who to pay for vital services instead of being robbed (taxed) and forced to pay for the state's monopolized services.
I wouldn't be forced to pay for programs I find objectionable, such as those related to wars and spying.
I wouldn't be punished for disobeying stupid, arbitrary laws that shouldn't be laws in the first place if I'm not harming anyone.
Yeah, I'd love to move to a place with no government, but as you know, most of the developed world has an established gang of criminals calling themselves "government".