Government's responsibility

Is it the government's responsibility to watch out for me as an individual? I don't think it is. Why can I go sky diving, bungee jumping, skiing, swimming in the ocean, snowmobile, jet ski, and so many other activities that average people do every day. All of these activities have the potential to hurt or kill me. So why are drugs any different? How did alcohol get legalized when you can drink so much that you stumble down a one way street backwards with your pants off and your underwear on your head. The fact that the government tries to protect us, ends up hurting everybody's pockets. Money goes towards these offenders who are looking for a thrill by shooting up and smoking out of light bulbs. So, philisophically speaking, is the government right for looking out for my welfare? Is it moral? Why do they get to chose what is bad for me? And isn't eating fast food pretty crappy for my health? We also have to pay publicly to be scared of drug dealers who aren't qualified. We have to pay the legislators to make laws. We then have to pay police to enforce these laws. Why doesn't the government just take control of the drug business, make it legal, and make a little money instead of us coughing it up in taxes.