They used roads built by taxes which they paid just like everybody else. Protection is provided by police paid by taxes which they paid just like everybody else. etc. etc. etc.
The only time they don’t pay taxes just like everybody else is when the GOVERNMENT gives them a tax break.
I agree.
But it is still a fact that capitalism requires a certain level of predictability to function. That predictability is provided by the society as a whole, and in particular by the government imposing rules of conduct on society.