I suspect the other is that just maybe these smaller govts are more responsive to the needs of the people than our big ol' US Govt. Maybe they feel they are getting reasonable value for their tax dollars?
*shakes head*
A certain percentage of Americans are convinced that they have "big government".
Try this: when a French store wants to have a sale to clear out some stock, they have to get an official permit. And they can only do this during two, specific, 4-week periods per year.
In Germany, they ask you what your religion is. Unless you say "none", you pay about 1% tax to the official church which represents your denomination.
In Switzerland, the state determines which hours per day you can run your clothes washer.
In the Netherlands, there is no capital gains tax. However, every year you pay 30% tax on a presumed 4% return on all of your capital, regardless of the real return. This is essentially a "wealth tax" starting at the first dollar. (It is, however, extremely simple to run and collect.)
I think that part of the issue of believing that you have big government, is that it's not very American to expect the government, or indeed any unit bigger than the family, to fix problems. As a result, many people tend to look down on anything which is done by the government, even if it's something where an outside observer might think that the government is the best choice to do it, for reasons of neutrality, scale, reduced risk of financial default, etc.
In comparison, in Europe, a lot of people expect the government to look after their interests, to the extent that creative, enterprising people are undervalued. Until recently we had state-run airlines, for example, which would appear stupid to pretty well every American, even the most left-leaning liberal.
As usual in such debates, the truth is somewhere in the middle...