Our taxes go to a gazillion things I deplore. Socialism is just a drop in the ocean of things I don't want the products of my labor going to. Why do I have to go to work every morning just to support things I deplore?
You think that only the government can make those? The transcontinental railroad was built by private industry. The government makes you think that they are the only ones capable of building roads, schools and parks but private industry can also build all of that without any involvement from the government and at a much lower cost.