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The difference is that either the state controls you through taxes, or an uncontrolled market does through prices and tariffs.
Ideally, the state (as an independent internal structure) should only regulate the competitiveness of the market economy, but at the same time, with its modest influence, it should somehow also have authority over all major private companies and financial institutions. However, no one has figured out how to do this yet. More precisely, they have figured it out – maximum self-awareness and economic and political involvement, plus public awareness. But such a thing only exists in another world.