Marauding bandits use violence or the threat of violence to steal and then use the resulting gains for whatever they fancy. While marauding bandits are generally considered immoral, the legend of Robin Hood shows that marauding bandits are not universally considered inherently immoral, since Robin Hood and His Merry Men were nothing if not marauding bandits*. In the case of Robin Hood, it seems that the ends can justify the means if the bandits take from those who are rich and/or not well-liked and/or not particularly innocent and the bandits give at least part of the plunder to the poor or other "deserving" group or cause (I suspect they kept most of the loot for themselves - that's why they were merry, or as Robin Hood sings in the animated film "Shrek", "I steal from the rich and give to the needy, I take a wee percentage, but I'm not greedy"). The tales of Robin Hood and other similar stories and legends transform Marauding Banditry from being immoral and despicable into at least sometimes being honorable and even heroic.
From a sheep's perspective, a shepherd and a wolf have a lot in common and they both look like marauding bandits. One fleeces you and eats your young (and maybe you) and the other eats you and your young. The sheep might be somewhat grateful to the shepherd for protecting it from the wolf, but that protection comes with a cost and if the shepherd is particularly incompetent or bad, the sheep might be better off with just the wolf. The primary difference is that the shepherd is more powerful than the wolf and might makes right so "shepherd" has a good connotation while "wolf" has a bad one.
A government has many things in common with marauding bandits. Both use violence or the threat of violence to take from those too weak to resist and use the resulting gains for whatever they fancy. "Government" generally has a better connotation than "bandit", but from the perspective of the populace, the government may actually be worse than bandits because the populace at least has a prayer of protecting themselves from bandits while the might of the government is overwhelming. It's a popular notion that the government provides benefits that couldn't otherwise be obtained by the populace, while the bandit does not, but this notion assumes that the populace could not provide those benefits for themselves. This notion seems unlikely to me, since the government is comprised of people - the same people that make up the populace, so it's unclear why those same people in government would suddenly be able to provide those benefits.
Each of us has some shepherd, wolf, and sheep in us. Each of us is tempted to be part of the government to shepherd (and take from) others to do those things we think should be done (i.e. that which we fancy), each of us is tempted to swindle, loot, beg, borrow, or steal and play the part of the wolf, and each of us is consigned to live in society and play the part of the sheep. In the end, each of us is going to attempt to maximise our power and the power of those people and things that are important to us by playing our roles as best we can.
* Depending on exactly which version of the folklore of Robin Hood one is considering.