I know where I stand on that question, now that we have the freedom technology, monetary technology and the generations of scholarship on voluntaryism and free market societies. Maybe in ancient Rome the answer was less clear, given the state of development at the time on those two fronts.
Discussion
How do we protect private property or personal safety in anarchy? You can have all the bitcoin in the world but doesn't do you much good if thugs kick you around
There is a lot of very good writing on this topic that I'm not going to do justice summarizing here. Suffice it to say that I'm personally convinced, after doing a lot of reading, but I don't think I have all the arguments at the ready to also convince you.
If you want some book recommendations let me know.
Totally fair that you see that as an insurmountable problem at the outset! (The State does a very good job of making it look that way.)
The short answer: Norms. And when the norms are violated: Force. Defensive force.
Nothing too groundbreaking.