> You risk being murdered and your business put on fire?
Yeah. Depending on the details of how you go about not paying your taxes I can see it happening. Heck, even if you pay your taxes the tax men might do it to you anyway if you do the kind of business they don't like they think you're unsympathetic enough and can get some political brownie points for screwing you[0](though thankfully this is very rare).
> There were/are states and actual laws
What makes them "actual laws". Surely the Bedouin have customs regarding the right and wrong amounts to charge, methods of payment, penalties for non-payment, etc, etc and those who work outside of those customs would be subject to penalty as a corrupt or rogue agent of the state would be in a "normal" state.
[0] https://i.redd.it/y57gwp4y81q01.jpg
Just because they didn't write it down in legalese doesn't mean it's not a law in practical terms.