I think its immoral for one free person to demand that another free person take care of them. Being compelled to do so by force is considered slavery. The system today is pretty indirect; you can pick your job, and you could just stop working to go on the take yourself, but if you choose to work some of your effort is forcefully taken away and given to someone that just doesn't want to work. For me that's discouraging. Others mentioned the social contract as justification as to why we all pay for roads and police, but where is the part where we expect everyone who is able to actually contribute something back to society? Why do some simply get to take?
I don't mind helping people. I do mind being forced to with threat of violence. I'm not against paying taxes for roads and fire departments, I'm against paying for someone's six pack while they do nothing but watch judge judy all day.
Fortunately we'll get see the results of your line of thinking in Finland soon enough. Of course it never occurs to you Europe might be having a harder time recovering (still!) because all of their entitlement programs.