The difference is that feudalism wasn‘t a democracy. In a democracy you can change what your tax income is spent on and you can decide whether or not you want it to go to welfare programs or whatever else. The money is not in the hands of government workers. Your taxes don’t go to the bank account of the head of state.

This is a bit oversimplified since there can of course be corruption inside of the government but in a functioning democracy, you are in a different position than what you describe here.