There's basically no way you can start a new state if you'd want to opt out of the existing ones, and even moving from one to another is quite the undertaking. Imagine Atlassian saying "sure, you're free to stop working with and paying us, but we believe that we've been instrumental in building your company, and we believe that entitles us to 20% of your company if you want to work with someone else".
But even if it actually was millions of completely unproductive jobs, I fail to see how that would be an argument for adding a few dozen millions more and not a reason to get rid of the ones that exist and cost us money that we could otherwise invest into important things that are currently underfunded.
I wasn't making the argument that every government job is useless, I was simply reminding that it's not true that unproductive private jobs can be weeded out simply with competition or customer care.