That's an oversimplification. Taxes are supposed to go for things that benefit everyone like roads for sure; but the vast majority goes to things that we generally think of as good but don't generally need. Things like healthcare paid for by healthy people and military defense paid for by people who have never been shot at.
So while it is true to say nothing gets back to me, I am still relieved because if I was breaking even on my taxes that would mean I have some sort of life altering problem.