I have long thought the very same thing. The tax schedule is completely inverted. We should be paying the most in taxes to our localities where we the people have the most control, and the very least amount to the federal government where we in our localities have virtually zero control.
Really, the feds should just bill back to each state a proportionate share of the budget and the states should figure out how to pay it. We should never give a dime to the feds directly.