If a robber steals money from you, that's still theft, Draugnar, even if he turns around later and gives you something for the money he stole. Theft is the act of taking property from someone without consent; whether there is compensation (and to what extent) is irrelevant to the question. And no, taxation isn't something to which true consent can be given, because there is no noncoercive option for rejecting taxation.
Sicarius didn't specify whether he was referencing the US, so conscription is still a relevant question for democracy in general. (For the record, it is slavery, and at least in my view, not justifiable in any circumstance.) That said, since the income tax is effectively the government claiming a right to part of your labor without a contractual agreement to it, there's a relevant analogy to the US. That is to say, yes, you are compensated for your labor via access to government services, but because (a) you didn't actually sign a work contract stipulating these terms and (b) again, you have no noncoercive means of opting out, it's not a contract that holds up under scrutiny. (It's incomplete because some people pay no income tax.)
As for war = murder, perhaps strictly speaking it is not always so. (Actually, as a matter of fact, it's not murder in the legal sense, as such an act is definitionally unlawful, whereas there exist lawful means of conducting war.) But the point is still made. States engage in warfare for reasons that would not be permissible for individuals. In fact, *every* war involves at least one side, and frequently both sides, engaging in acts of organized killing of other individuals that individual actors alone would not be morally permitted to do. If neither side of a conflict engaged in unjustifiable killing of others, then there would not be war. So the overarching point is the same.