There are many countries with corrupted governments who steal taxpayers' money. Is one still obliged to pay taxes if the government is corrupted and steals a big fraction of the taxes one pays? What's the point of paying taxes if tax revenue gets stolen anyway?
Rav Hershel Schacter wrote a nice piece on this very topic. In short, he explains that in the times of the Talmud the king would collect a tax. If the tax would be unfair than dina dimalchusa would not apply. However, nowadays we don't look at taxes the same as the times of the Talmud. Rather we view each neighborhood as partners and the taxes go towards the "partnership" of the neighborhood. These taxes pay for , police, fire, garbage, and so on. Most of taxes go to things that people need and want. However, if you would live in a place where a tax is taken in a very apparent unfair manner, then per the Shulchan Aruch it isn't Dina demalchulsa anymore.