For example, perhaps society benefits when you tax the wealthy to help the poor. But given the choice, the wealthy will move to where their taxes are lower, so that plan works poorly if you let individual states pick and choose.
Or perhaps society benefits when you don't tax the wealthy to help the poor, and make the poor pull themselves up by their bootstraps. But the poor will move to a state with more aid, again defeating the plan.
Obviously there are differences between the states right now, so this isn't a total obstacle. But it really only works to the extent that there is a lack of mobility between the states (people tend to want to stay where they are), or on issues where it doesn't matter.
Like the other response said, its prisoners dilemma. It is in the best interests of the rich to pay for honestly a majority stake in the society because they are the ones prospering the most from it. But if any one person of the ownership class can avoid paying, they have an incredible competitive advantage over their peers they will obviously exploit.
Independently, it is never in your best interests to give your money away in taxes. It is always in your best interests to have everyone else pay them but you.
This is why you cannot test any number of policies - basic income, progressive taxation, universal healthcare, amongst many more - because if you are not getting more out of these policies than you put in you have the instant ability to flee from paying for them.