It isn’t stealing to have a justice system, police, roads, schools, healthcare, trade, investment in things like the internet, a military, regulation around pharmaceuticals and foodstuffs, and a million other things that functional governments provide. Without the US government I literally wouldn’t be able to write this to you, both technologically as well as literacy-wise.
There are plenty of failed governments out there where there effectively is none, and no taxation with a totally informal economy. I don’t see high immigration to any of these places.