It’s easy to paint it this way, but consider the fact that concentrations of power in few people almost always leads to gross corruption in manners that are uncorrectable (except with revolution).
This is why some people do not want small government. Not because they argue that large government is efficient or cheap: it’s that there are more checks and balances on power.
I think CGP Greys video on “rules for rulers” illustrates the point quite clearly. https://youtu.be/rStL7niR7gs