There is one argument only: violence is being hidden under lies that supposedly justify it without any proof. Therefore it's evil. The ideas of government, democracy, monarchy and obedience to the pope are all evil for one simple reason: those who invested in them want you to blindly believe "it's for your own good" while instead of peacefully arguing with you, they bully and threaten.
Mathematicians would never accept bullying as a proof. Scientist with an opinion does not expect that people would simply believe him and follow his ideas. He has to waste as much time as needed to prove he's right. And if he cannot make people voluntarily trust him, he'd simply go home, not to the Congress to pass a law.
Politician, pope or abusive parent do not do that. They bully you directly, bribe people around to bully you, bully other people to discourage you from following their steps and so on. Then, after enough bullying and brainwashing generations of children in state-organized schools, folks have impression that "that's how we signed our social contract". The usual response to this red-pill knowledge is "you are too radical, the world is not black and white".
So here I am. The world is indeed not black and white. And that's precisely why we cannot have any blind beliefs in a centralized violent institution. You don't trust random unarmed stranger. Why would you EVER trust a group of well-motivated trained, and armed, and protected professional killers?
The only way out of this hell is to acknowledge that violence is never justified. Even in case of a self-defense. In the latter case, the most you can count on is being understood and forgiven by people around you. But both you, they and your victim would be better off if you didn't end up in that situation. That's why people use insurance, locks, video cameras, boycott, identification, thick walls instead of training for being all-powerful supermen. We prevent issues to avoid "solving" them by force. Plain simple.
Government is entirely opposite of what methods we use in our private lives with our fellow friends and neighbours.
... or maybe they like the idea of democracy, and recognize the fact that voting isn't the only democratic power they have to control their government.