While my knee-jerk response is to agree with you, there are some cases where we want the government to shape behavior. The best example I can think of for this is gas taxes---there's a cost to driving (road maintenance, traffic lights/signage) that you wouldn't really pay for unless it were through taxes.
You could point out that that's a sales tax and thus not particularly applicable to the discussion at hand, and I'd agree, but the idea of making people pay for negative externalities is a good one.
