I don't see it as a penalty, really. There are circunstances where everyone might benefit from having a service available. Having a light rail system (almost always taxpayer funded), can help reduce congestion and bring new businesses to the city. Or Schools -- if a city has good schools, then businesses benifit from having educated employees. A good health care system can help everyone, because diseases don't stick around as long when peple can afford to see a doctor and get treated. A good proffessional police force keeps everyone's window from breaking.
It's just a question of which services give society as a whole a benefit. It doesn't always work that just because a service is provided by the government, that it's necessarily going to make the society a better place to live. If the government gives everyone free ice cream on friday, then that isn't something that greatly improves society.