The free market works fairly well, but it is imperfect. For example, there is no incentive against an industry producing pollution, because the cost of pollution is borne by the public, not the industry. It is the job of government to see that industry pays for such hidden costs.
There are shared benefits that should be paid for by the public. We all benefit from having an educated and healthy workforce. It makes sense then for government to provide education and healthcare. Similarly, we all benefit from having roads that allow us to get to work and allow goods to be delivered. Law enforcement and national defense are also obvious examples of shared benefits.
Money tends to become concentrated among the most wealthy. This is bad for a consumer society, because the poor and middle classes support industry by spending a larger portion of their salaries on consumer goods. It makes economic, as well as moral, sense to have a progressive tax.
From a strictly economic point of view, we need government to provide certain services where the benefits are shared and to assess payments where the costs are shared. A libertarian society will not do this.