Oh, I agree that states aren't consensual in practice, neither is capitalism. That's why I'm an anarchist.

But philosophically the justification for a state's existence is the mythical social contract and most modern states require some level of consent for contracts within their legal systems to be legitimate (e.g. can't be made under the legal definition of duress, which usually at least means a contract is invalid if the other party is literally holding a gun to your head).