Yes, that's my problem with high taxation, as someone who got burnt by it by virtue of living and paying taxes in the UK.
I don't mind paying my fair share of tax if it means I get good value out of it, but the state of our healthcare here means that in practice the public healthcare system is no longer fit for purpose, so we are being forced to pay for a system that doesn't work and end up having to go private (and thus pay again) when we do need timely healthcare.
I am generally in favor of fair, progressive taxation to ensure everyone has a good social safety net, but the taxation should be fair (it's no longer the case in the UK, since tax brackets haven't been adjusted for inflation) and the services paid for by those taxes should provide good value.
The danger with services funded by taxes as opposed to a private enterprise operating in a free market is that private enterprises are bound by competitive pressure - if they are delivering terrible service and stuffing their pockets with the money, you are free not to do business with them and a potential competitor (that stuffs their pockets a little less) can come along and get your business instead.
With tax-funded services, this pressure doesn't exist, so there's no incentive for politicians (and everyone else in the value chain) to deliver good service, since people generally can't opt out of taxes. This means that even if a service is currently good, there's no guarantee it will remain so since the pressure for it to remain isn't there. Thus, when you see high taxation, it's reasonable to be worried whether the service provided by those taxes is any good and whether it will remain so in the future.