In the Bible, the Jews did not have a king and everyone did as they please. Eventually there was a problem, and some guy chopped up another guy and sent his body parts to some other people. The citizens freaked out and begged for a king.

God promised them they would regret asking for a king, and the king would steal their crops and rape their women. Eventually, it got so bad that women were eating their own children.

So whatever problems we might bring upon ourselves, nothing compares to the violence and wickedness of the government.