>>...but you never feel like that money was yours in the first place since it never hits your bank.

A politician (republican-ish, Scandinavia) once told me, that the whole tax-system would fall apart if people were paid their salaries in full and had to pay their taxes in cash.

It is of course absurd and impractical in our day and age, but I think most people are blind to the amount of tax they pay.