Most countries including the US impose income tax (so no matter where you go, it's the same since income tax exists in a lot of countries except a few like UAE, Monaco, Bahamas). But, minimum wages are different by country: it's Fr. 25 ($30) per hour in Geneva (Switzerland) while it's $2.13 per hour in Texas (USA).
Taxes deducted from one's paycheck is by definition used to fund welfare, roads, schools, health care, etc. as a nation's government need money for maintaning public infrastructure. How else do you have the highway (interstate) or how do hospitals stay operational? These things require government funding.
Do YOU think paying high taxes are worth funding schools, hospitals, roads in the US considering their condition? (Since I last heard they're in rough condition in some areas as if they've been neglected).