This meme props up the idea that the people came together and created the state as an institution in order to organize society. However, this is not true: historically, the state came into being as warbands conquered territory and collected taxes to maintain themselves. This is the "monopoly on violence" theory which is consensual in political science.
Think of the state as a structure that sits above society and extracts resources (taxes and soldiers) from it. Yes, it builds roads and educates the populace and runs a fire department, but only because an efficient transportation system, educated workers and cities that don't burn down every few years directly or indirectly strengthen it. If these services were set up directly by the people benefiting from them, wouldn't they have a different form, better adapted to their own needs rather than those of the state?
Furthermore, the state collects taxes under threat of violence and then might or might not provide the services one expects in return. This cements the overlordship of the state by creating dependence on it. Under classical liberalism state rules by the "consent of the governed.." But what consent do we give? We can't withdraw it, we can't refuse to participate, and the benefits we get are entirely up to the whims of the state. I believe USians still pay taxes during government shutdowns in spite of services suddenly halting.
We should not confuse hierarchy and organization. Yes, it is better and even necessary for society to pool together resources and organize. However this we can do without a government ruling over us, but rather as a free association of citizens.