The most important thing the government represents for the people is that it it plays the role of a half god who tells them he can make something good out of nothing. 

The longer people believe in this idea, and the more money they fork over to the government in the form of taxes, the more difficult it is for them to admit that the idea is false.

For many, the feelings they have for the government is probably different from the emotional attachment to an imaginative nanny who protects them and cares for their welfare.

Instead, I think it's more akin to the emotional attachment they have to their own offspring. 

They have cared for the government, paid for it, believed in it, fought for it and nurtured it over so many years, that doubting its motives and abilities is akin to believing their own son or daughter is evil or incompetent.

Which probably is one of the most painful emotions imaginable - something that must be resisted at all cost.