People are free to say no and can leave the country. They can remove their citizenship and try their hands at a different country.

I don't know where this expectation is coming from that you can be part of a society and not contribute to it. And yes, if you decide that you do not want to contribute to it, the rest of society will have an issue with that. They will put in rules and process to ensure everyone that lives in the society contributes to it.

In America's case, our constitution gives the government the ability to levy taxes. If an individual doesn't like it, they are free to work towards changing the laws and potentially the constitution, or they are free to leave to a different government.