If the government didn't have a monopoly on law enforcement, what you'd end up with are rival gangs each enforcing the law in their own biased way, propogating the amount of injustice we're already dealing with, and decentralizing it, making it harder to fight.
When you have a centralized source of law enforcement, you have a "single point of failure" that you can apply pressure to if it becomes corrupt, much in the same way that electric vehicles centralize the source of emissions making it easier to sequester.
Decentralization is not a panacea.
EDIT: That's not even considering the fact that without the government providing law enforcement, among other things, that many would be guaranteed to go without those things. Right now that may be the case for many with the current system, but at least that is fixable by, again, applying pressure to the single source to adequately provide those things. In a system where the free market is supposed to take care of this, many poor folks would go without. That used to be the case with fire fighters, but we soon learned that it was a bad idea for nobody to show up to fight the fires of the poor folk, because those fires would spread. Same goes for crime, disease, etc.