I think we can all tell our little tales of why it is that government costs so much. Sometimes it's the things that are bing done: do we really actually need the Arts Council? At others, it's not what, for the things being done might be very sensible indeed, but the way they're being done that makes them so expensive. As an example, this from a one man helicopter company in the US:

Finally, the FAA inspector looked at my random drug testing program to make sure that everything was in place. I’m subject to the same drug testing requirements as United Airlines. I am the drug testing coordinator for our company, so I am responsible for scheduling drug tests and surprising employees when it is their turn to be tested. As it happens, I’m also the only “safety-sensitive employee” subject to drug testing, so basically I’m responsible for periodically surprising myself with a random drug test. As a supervisor, I need to take training so that I can recognize when an employee is on drugs. But I’m also the only employee, so really this is training so that I can figure out if I myself am on drugs. As an employee, I need to take a second training course so that I learn about all of the ways that my employer might surprise me with a random drug test and find out about drug use. But I’m also the employer so really I’m learning about how I might trap myself.

Yes, regulation of some things is indeed necessary but can we at least try, if not entirely manage, to get to the point that we've got sensible regulation being sensibly done?