But by the time George wrote "Taxman", he was fabulously wealthy; and from his new socio-economic perch, he didn't see it as "his" welfare state anymore, I suspect. He and his no longer had need of it; but meanwhile, he was getting hit with very high progressive tax rates, to pay for *other people's* welfare state. And while throwing a VERY public hissyfit in music over the situation was tacky and self-centered (and the revenues from that one song probably paid all his tax!), at least he stayed in England and paid up. Many of the biggest British rock stars of the time became "tax exiles", being careful in just what country they made their piles and watching how much time they actually spent at jolly olde home for legal residency reasons.
However, Lennon's song was created some years later, when he was that much more loaded, but plainly his 'tude toward his wealth was a bit different.