Well, governments are coercive forces with a total monopoly on the legal system and the use of violence. Perhaps monopolies being bad is reason enough? There are the hundreds of millions (billions?) of people murdered by governments throughout history, including the many atrocities modern governments are committing today, which is almost surely reason enough. And then there are the philosophical arguments against political authority, called philosophical anarchism, which can be quite convincing.

It seems the onus is on the other side to justify the state, and that we should't be trying to find alternative solutions to the problems it attempts to solve.