No, you don't. You have to obey the government as the free market utopia did not get actualized yet (and never will).
Free market society is a dream same way as Communism is. But in the process few will make a quick buck at the expense of others. With Communist utopia some will have fun putting others in Gulag. All while waiting for the utopia to come true.
I don't think I ever used the word utopia. I don't believe in utopias as long as people are human. The difference between a free market and what you want is that if I don't like Walmart decisions I can walk away. If I don't like government decisions and walk away they throw me in jail. It's what your utopian government regulators do.