There are a few countries in the world which don't have a welfare system, but they are incredibly poor countries to begin with that simply don't have the infrastructure to afford to pay for one in the first place.
Conversely, those with the best welfare systems in the world are also the most developed countries with the highest income tax rates, such as Denmark and Sweden.
My point is, that all things considered, it's probably better of for you as a citizen of your own country if you have a good welfare system, because it says something about the quality of life in your country.