You can plead "not guilty", since the state has to prove your guilt, it's not a lie, it's a request for a trial.
And if a defendant is found guilty, they usually receive a stiffer sentence than if they plead guilty, so there is some punishment for the not guilty plea, from a practical standpoint.

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“ The subjects of every state ought to contribute towards the support of the government, as nearly as possible, in proportion to their respective abilities; that is, in proportion to the revenue which they respectively enjoy under the protection of the state.”

Adam Smith , The Wealth of Nations 1776

"We have always known that heedless self-interest was bad morals; we know now that it is bad economics"
FDR's second Inaugural Address