Taxes are meant to be part of the silly little game that we have created in order for humans to compete against each other and try to achieve a better position in life. Without taxes, money and finances the world would be chaotic and it would be every man for himself to win with muscle and not with brains. This would hinder the evolution of men and slow it down many years. That is the reason why we have created all of these rules and these trades. Without them the world would completely turn into chaos.
We do not pay taxes because we are not part of the game, we are the hosts of the game not the participants and as such we do not need to be doing any of the things we require humans to do. The taxes that they pay are just another way for their financial structures to remain somewhat stable.