One of the most common excuses for statism is that we have to accept "The world as it really is". As if I've ever said otherwise.
Lots of bad things exist. I accept that they exist, and can do so without embracing or using them.
The whole "The world as it really is" thing is a cop-out. It doesn't justify evils. It doesn't work with statism, nor does it work with other bad things.
Rape exists, so according to this type of "thinking", we'd better not speak out or rally against it. That would be Utopian. Embrace rapists and work to make them safer and more efficient. Don't you dare point out that rape is a violation of someone's rights; that nothing can change this fact or make it OK. Just accept that it exists, will probably always exist, and find ways to use this fact to your advantage to get what you want.
Yes, statism exists. The majority even seems to like it. That doesn't make it right. I can accept that statism exists without contributing to it. Refusing to voluntarily participate in something harmful-- even if you can't necessarily stop it from happening-- is better than justifying propping it up, helping it continue, and criticizing those who won't go along.