You can leave a church or synagogue and you do not have to patronize a business. However, when it comes to government, you are dealing with an agency that has a monopoly on on the court system and law enforcement. It may be better to abolish city police departments entirely and place all law enforcement in the hands of elected sheriffs who are not under control of the mayor or the county commissioners. You have to note that in the more liberal states, sheriffs are under greater restrictions and are more likely to be subject to the county and state governments.
In fact, most sheriffs and cops are indirectly under the control and threat of DOJ, thanks to Obama/Holder and their BLM / "defund police" movement.