The trick to taxes is in getting them right.
Taxes are, to a rough analog, like the vacuum hose system within an automobile engine. (Hrm: I'm thinking that this may be a bad analogy if there aren't many auto gearheads here.)
An internal combustion engine is essentially a self-powered air pump. It has a low-pressure end (intake) and high-pressure end (exhaust). It's got various bits and pieces which need powering. Chains, shafts, and vacuum hoses bleed off some of the energy output of the engine to run systems which can't otherwise be powered. Without the vacuum system, the engine as a whole runs worse.
A vacuum leak, though, worsens performance as you're bleeding off energy and not feeding it back in where it's needed.
In the same sense, taxes modify the function of markets by rasing or lowering costs, and transferring purchasing capability elsewhere. If properly structured, they improve the function of the economy as a whole. If not, they worsen it.
The engine (wealthy) generally perceive the direct costs, but not the indirect benefits of the tax system.