Most wealthy people don't have an issue paying taxes, say 15-20% of their income (income / dividends / capital gains) -- even if that income runs in the millions. Most have an issue paying excessive taxes, e.g. 30%+, for what they get back from society.
Simple math: the higher the tax rate, the more sense it makes to avoid. And once you've set up the structures to avoid and are taking the risk, you might as well try and bring it as close to zero as possible.
For example, I recently had a friend tell me: I could buy this expensive car every three months, with the amount of tax I pay on my (passive) dividends. Why wouldn't I just move to Monaco (or some other country that doesn't tax their income excessively) and keep that money?
It might be an unpopular opinion, but in my view, he's right. As selfish as it sounds, the fact of just being allowed to live in a certain jurisdiction might not be sufficient for any wealthy person to stick around.