Of course, the problem of allegiance is more complicated than Hume makes it appear. One can say all he wants, as Mises does, that:
One must take exception to the often-repeated phrase that government is an evil, although a necessary and indispensable evil. What is required for the attainment of an end is a means, the cost to be expended for its successful realization.
It is an arbitrary value judgment to describe it as an evil in the moral connotation of the term. (HA, 719)
Let us then grant that “government” as such is a good thing. But “government” performs numerous acts. It has “policies” that go far beyond mere catching and punishing violent criminals. Suppose then that 99% of a particular government’s rules and regulations are in fact anti-social and precisely contrary to the welfare of the great majority of the citizens. If, as Hume maintains, the chief cause of allegiance to a sovereign is self-interest, as social cooperation is impossible without the state, then do policies that hurt society undermine the ruler’s legitimacy? At what point is a (fully self-interested) revolution recommended?
Merely repeating that “government is good” gives us no clue as to what kind of government is good.
Consider as an example Rothbard’s hilarious deconstruction of the idea that the entirety of the goodness of “government” consists in equality before the law:
Let us postulate, for example, two possible societies.
One is ruled by a vast network of Hayekian general rules, equally applicable to all, e.g., such rules as:
everyone is to be enslaved every third year; no one may criticize the government under penalty of death; no one may drink alcoholic beverages; everyone must bow down to Mecca three times a day at specified hours; everyone must wear a specified green uniform, etc.
It is clear that such a society, though meeting all the Hayekian criteria for a noncoercive rule of law, is thoroughly despotic and totalitarian.
Let us postulate, in contrast, a second society which is totally free, where every person is free to employ his person and property, make exchanges, etc. as he sees fit, except that, once a year, the monarch (who does literally nothing the rest of the year), commits one arbitrary invasive act against one individual that he selects.
Which society is to be considered more free, more libertarian? (EoL, 228-9)
So, political philosophy starts with an awareness of the problem of enforcement of justice; it does not end with it.