Taxation is theft.

If you want anarchy, sure you don't want any taxes. No police, no military, no public schools, just anarchy ;)
Such a system is impossible in nature. Organized totalitarian groups would take over.

... will shut down since they rely on those CEX's.

I do support bitshares. But painful truth is that apart of BTS, bitCNY there is almost nothing left to trade on bitshares. For BTC and other external coins and tokens, bitshares relies on CEXs (gateways) you dismiss so much. Thus, for now, bitshares is a hybrid DEX/CEX system.