The way it works in Massachusetts is that your insurance company sends you a certificate, and there is a place on your state tax return where you enter the number of the certificate.
No certificate and your tax goes up a couple of hundred dollars.
So you either pay your taxes, or you don't, if you don't there is already a mechanism in place to deal with you.

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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