You have to understand that democracy itself is innately coercive. It is a mechanism for legitimizing aggressive coercion, for what it does is say that it’s okay to force the minority to follow the majority’s decision, which is prima facie coercion.
Beyond this, the state finances all of its activities with money that it did not earn, but with money which it took via coercion from citizens. Therefore, everything it does is tainted by the means by which it obtained funds to do it. Anything done with stolen funds is unethical.
Thirdly, anything that government does that isn’t an exercise of power, and therefore coercion, can be done better and cheaper and more responsibly by the market, which is the domain of non-coercive action generally. Government reserves the use of coercion to itself. That’s what it means to be government–to use coercion for this or that.
We’ve put up with it because they’ve conditioned people to believe there is no other way, and because people are comfortable with the social systems they’re born into, accepting them a priori virtually.
No, but you would be buying goods for which he does not justly own title to, for he bought them with stolen money. Ultimately, if his theft is discovered, what he sold you should be taken away also from you, in order to make restitution to his victim, and your recourse is suit against him for fraud, for selling you things he did not legitimately own.