Other people's tax dollars went toward uncovering your failure, investigating you, filing charges, taking you through the court system, and then incarcerating you. That probably required far more money than you owed in taxes in the first place.
Or: imagine if no one paid their taxes.
Jail time sounds kind of harsh where a fine might do, but we don't know the details, and that's not what the person is asking about anyway.
Imagine a country of 5 people where 3 of them thought they were allowed to break into the home of the other 2 and take whatever they wanted and spend it on whatever they wanted.
But back to the OP, "failure to file taxes" usually can be settled for a fine. It seems unusual for jail. (Even though I know that taxation is theft, I still do what the crazy people with the guns insist I do.)
So as citizens who don't want to be murdered or stolen from, the investigation/incarceration/etc. is a service being provided to us. In this case, you could debate how serious failure to pay taxes is, but as someone who pays his taxes, I still don't want someone else to avoid the same burden.
There certainly have been societies without police or a civilian legal system, and there was a lot of violent crime (and very little of what we would call justice) in those societies. The Roman Republic is one example.