> But there's no zero sum here
Government spending via redistribution is absolutely zero sum.
Every dollar spent by the government into the economy is one dollar taxed out of the economy. Money that is given to some has to necessarily come from others. Just because the benefits are concentrated and the harm is spread out doesn't change the fact that you've only taken money from A and given to B. No additional wealth or prosperity is being created in that transaction.
Now, it may be the case that once B has the money, he spends or invests it more efficiently (in new skills, new assets or what have you) than A would have. But such a multiplier effect, if it happens, is happening in spite of, not because of, government redistribution.
> Hopefully, at every step of the redistribution, at every split, some wealth was generated
The key word is "Hopefully." It is highly unlikely that a government bureaucracy will distribute money such that it is spent more efficiently and productively than an individual taxpayer would if he still had the money to spend himself.
Yes, the economy creates wealth, but only when productivity increases. Redistribution does not create any wealth, only "spreads it around," except for the rare cases when someone in the bureaucracy makes a better decision with the money than the people who paid it in taxes. But I can't really think of a time that has been the case...