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 But gaza has government. It caled hamas… They has been elected in past and became dictatorship later.
For example, police is under Gaza Interior Ministry.
Just because you do not have a state, it doesn't mean you do not have government.
Making anarchy is tricky because government are like ebola. Highly contagious… 
 Irrespective of these details and semantics...   it is much preferable to have a state that is effective in its ability to protect it's citizens rights from foreigners and from each other.  In that point I am agreeing with the OP, or in my words that effective governments provide a valuable service that you can hardly get otherwise. 
 Usualy worst entity, from which you need protection is a state…
Only difference between the hamas controled teritory and regular state is other statets did not give them title of state.
Thay have international diplomacy, military, police,…
And look what protection they get. They live in dictatorship and foreign government commit genocide because their government attacked civilians so netanyahu get justification so he can kill them and get their land.
Government is in principle evil because it has monopoly in teritory. It's not dominant player on market, but real monopoly. 
Multiple competing security agencies on free market is beter method how to protect itself from mafias including governments. 
 an otherwise reasonable guy but he likes Rust language and governments... i have to smile