OTOH the US Government, with programs run by publicly paid employees: went to the moon, built a ton of dams, including the Hoover and Grand Coulee, electrified the Tennessee Valley, built the interstate highway system, etc.
Suppose Constantine never converted to Christianity. Suppose Genghis Khan had been injured before conquering Asia. Suppose Louis the XVI had reformed the French government. Sure some other ruler would probably have embraced Christianity or some other ruler would have conquered Asia but history is fundamentally a sequence of events and minor changes, like a strong ruler in one place or another, can have massive downstream impacts.
What about the changes in wider Roman society that allowed for Constantine's conversion to have a large impact?
>Suppose Louis the XVI had reformed the French government.
Would those reforms have been carried out by the nobility? Would it have been enough to satisfy the peasants?
Focusing on "great men" is a far too simplistic view of history and it ignores the impact that each of us have on history as individuals.
[0] https://en.wikipedia.org/wiki/Focal_point_%28game_theory%29
Also I'm curious why you think that a government is better suited at spending money. From what I've seen this leads to lobbyists doing all they can to curry favor and secure contracts despite the fact that they deliver a sub-par product.