That's like saying that the Mafia's protection racket isn't a form of coercion. You can choose to shut down your business, or move to a different city after all!

We need states to wield violence on our behalf, and the development of democratic republics has done much to curb some of the excesses of other forms of state (but democratic republics have their own uncurbed excesses). But we shouldn't fool ourselves about their fundamentally coërcive nature.