Thanks to an anonymous poster on Overcoming Bias for linking to Daniel B. Klein's article The People's Romance - Why people love government (as much as they do). It is an illuminating article.

Excerpts (bold font not in original):
Government creates common, effectively permanent institutions, such as the streets and roads, utility grids, the postal service, and the school system. In doing so, it determines and enforces the setting for an encompassing shared experience—or at least the myth of such experience. The business of politics creates an unfolding series of battles and dramas whose outcomes few can dismiss as unimportant. National and international news media invite citizens to envision themselves as part of an encompassing coordination of sentiments—whether the focal point is election-day results, the latest effort in the war on drugs, or emergency relief to hurricane victims—and encourage a corresponding regard for the state as a romantic force. I call the yearning for encompassing coordination of sentiment The People’s Romance (henceforth TPR) (see table 1).
Thus, TPR explains why atrocious policies such as the war on drugs can be enacted and cheered and can persist. Even though Republicans supposedly care about freedom and Democrats supposedly care about “the little guy,” the politicians do nothing to abate the policy. The vast majority of academic Democrats have never lifted a finger against this overt Nazism. As for the general population, although public opinion on the matter has shifted in the libertarian direction, it has favored the policy for generations. Many watch COPS on television to see real-life Gestapo-like bullies bust into private homes and drag off defenseless innocents to be locked in cages like animals. Thomas Szasz (1974, 1992) provides an explanation that makes this despicable undertaking understandable in terms of TPR. The targeting of drugs, drug addicts, and drug pushers is a modern instantiation of the primitive impulse to find a scapegoat against which the power and unity of the group can be organized, exercised, flaunted, and exulted in. Szasz observes that drug-abuse hysteria and the war on drugs “are pretexts for scapegoating deviants and strengthening the State” (1992, 62). “[A]s a propaganda tool, dangerous drugs are therapeutic for the body politic of the nation, welding our heterogeneous society together into one country and one people” (115).

The more shocking the violation, the more aroused is TPR. Even now, after a lapse of some seventy years, mainstream statists still lionize the riot of intervention that occurred during the New Deal era—a riot that in actuality deepened and prolonged the Great Depression (Higgs 1997) and shackled the country to terrible policies—
as a great event during a time in which “the country came together” and “we” did something. What “we did,” of course, was to assert and advance TPR.

When the policy process gets rolling, it often seems that what matters most is that “we do something.” Any new coercive intervention, any expenditure of tax dollars, is preferred to doing nothing at all, perhaps because “doing something” asserts the government’s supremacy over libertarian principles, and that assertion serves TPR.
The inability of libertarian principles to vitalize TPR is a sort of corollary to an old theme in classical-liberal economics: economic understanding brings depression to the student and unpopularity to the teacher. Economic understanding deflates TPR, so economic ignorance is bliss.
I think this article points starkly to a gloomy explanation for why statism continues to prevail.

Most people do not rise to the challenge of pondering themselves and the world deeply and rationally, but default to doing the easy thing, which is to act out emotional and behavioral patterns passed on through millennia of tribal conditioning

You can see these behaviors in action whenever a large sporting event is taking place. Feelings and passions from the same source influence how people form their opinions on political topics, and what choices they make when voting.