I am not going to deny a need for taxes, but when new roads are built, who does the work? It's politically connected contractors. All the department of transportation does is planning, inspections, and filling in potholes. They are incapable of building a new section of highway.

When food trucks became popular in the USA, brick and mortar restaurants in their associations used local government and health, zoning, and traffic laws to keep their competition off the streets for years. Local politicians were amenable to this because who doesn't like a good meal in a nice sit down restaurant. It works that way across every industry, where people use the power of government to either create or protect a market for themselves.

The people who are in government that are bureaucrats regulating a given industry, are almost always from that industry. They have to be to know how it works! But they look out for their friends because that is what humans do. Bailouts are another example of politicians using the public's money to help their friends and constituents for votes. Nothing the government does is fair. It always favors someone or they wouldn't bother doing it.

"Conservative Christian free market enthusiasts would not favor making drug trafficking, prostitution, gambling legal despite the demand for all of these."

You have obviously never been to Las Vegas. Half of the people I have met working in the casinos there are Mormons. Real free market people don't care what you do, only what they do.