Conservatives and libertarians always say this about government spending. Those Democrats who are not full-out progressives or on the dole themselves say it sometimes also. But is it true? If your spouse is sleeping with lots of people who aren't you, what do you mean when you say you are married? "I thought I was married, but apparently I'm not."
Oh sure, it should be regarded as your money, but when was that last true? If it were your money, you would have some say over where it got spent. Fans say this about athletes - "I pay your salary." No you don't. Management pays his salary. You might pay management - you and a million other guys - but that is unreal to the athlete. Wherever the money comes from last is where we think it "came from." To a child, beef comes from the refrigerator. To his mother, it comes from the supermarket. To the supermarket, it comes from a meat-packer. The cow is pretty far up the line.
So too with politicians. Where does money come from? It comes from the budget. You get more money by changing the budget. Where does the budget come from? It comes from politicians, advised by experts and lobbyists. If your group wants money, you don't go to the taxpayers. You go to a lobbyist or a politician.
Yes, this is deplorable, but it is also human nature. The customer doesn't give us a raise, the boss gives us a raise. We are wired to the visible and immediate.