This is a matter of perspective. If you think of taxes as a burden you undertake because you're legally obligated to, then this behavior is indeed silly. I've recently realized another perspective which makes this extremely sensible behavior:

Taxes are the price you pay to have the baseline of civilization around you so you can live your life. If you're an hourly worker, you go to work in the morning, spend a couple hours earning society, spend more hours earning your expenses, spend some time earning savings, and head home for the day. You drive your car home on your taxes, you go to the grocery and pharmacy for things which are safe due to your taxes, you visit your elderly relatives who aren't in abject poverty because of your taxes. If you want low taxes, you can get them! Just move to a place where you're buying less society.

Turns out that people who can afford nice things tend to not want to live in lesser society. After they do the math, they generally decide that the tax hit is worth its cost, and they live in civilization. It's a self-reinforcing cycle.