Imagine being able to keep all of it. So what would you do with your extra cash, hoard it or buy things you've been wanting and needing. You don't get a choice with income taxes because you never see it.
If you run a small business, you most certainly do see it. And have to set it aside. And have to write big checks to the Treasury four times a year.
Withholding makes income taxation too painless - it's a big part of the problem.