This hard earned money is not your to begin with. It's not even real! It only has value because of the government. How much would one dollar be worth if the government didn't exist? If there was no one watching the boarder, and anyone can come from any shitty country and steal it from you. If there was no police protection your beautiful house would only be worth as much as the window a gang of criminals smashed to get inside, and loot it; proceeding thereafter you kill you and rape your family. Or how much would your stack of bills be worth if no one regulated inflation, and overnight it wouldn't buy you a loaf of bread? (See Zimbabwe)
Not everything government does is great, or even good. But they do enough good to make it worth it. That's why all first world countries with high standards of living have large governments that collect taxes, and not Somalian-style fiefdoms. So no they are not trying to keep their hard earned money, they are stealing from everyone else.