Because the poor man always gets the short end of the stick, and I'm poor, and I don't want to go to jail, because that'll fuck with the small amount of autonomy I am afforded.

Also, because my cats need someone to take care of them and if I'm put away, they won't have that.

Also, I'm a believer in social order. Anarchy does nothing but punish the small people even worse than capitalism does. If you are to live in a society and reap it's benefits, no matter how small, then you are obligated to perform civic duties. Part of which includes following rules and laws.