Of course. But you plant an liquid asset somewhere and the best they can do is tax it. You move fungible stuff like money or staple grains around and a lot more is going to evaporate along the way.

They can force you to hire their contractors for construction and delivery, at an exorbitant price to fund kickbacks. They can have you install infrastructure on public land and then seize that land and use it for an aristocrat's private residence. They can restrict the places you can build infrastructure to provinces that recently favored the ruling party to curry political favor. There are plenty of ways for despots to profit off of "development" projects beyond taxation.