Don’t preach. Dispute. Find a topic they are willing to debate, then move from there into anarchism. For instance, tell them that road production was carried out better by private suppliers before being monopolized by the state. Or argue that competition amongst states and the frontier kept taxation and regulation to a minimum, which is why America prospered throughout the 19th century. Argue that the Wild West was less violent than most major cities are today. And bring the facts.
To deal with the pervasive attitude of “if it was better we’d have it already,” clue them in to how long it takes for certain political philosophies to be destroyed. For most of human history, abolishing slavery was “obviously illogical”. For most of political economic history, government granted monopolies (mercantilism) were determined to the be the most efficient form of production. The world was flat. The king was king because God desired such. etc etc.
Call them out. Tell them their reliance on traditionalism is outright stupid and would have prevented the industrial revolution.
Ask them to explain how Somalia, despite lacking a central government since 1991 is one of the leading countries in Africa is wireless communication and export growth.