A liberal democratic Western society has law. That is what is missing from you and your friends out at the bar. Just by being born into society, you have to agree to be governed by that explicit system of law. This, now, includes income taxes, policing, etc.

To your example, specifically, if you and your friends had an explicit system of law governing your night on the town, then yes, they could agree that you should pay the bill and collect the money by force.