Why are so many people reluctant to blame government for their problems?

Century after century, governments screw up people’s economic and social lives by taxation, regulation, military adventurism, favoritism, nepotism, corruption, etc.
And yet, people continue to blame their problems on something else-historically, in the West, it has been Jews, immigrants, women , ancestors of slaves, and all sorts of other poor folks who are doing nothing more than trying to live another day.
What is it that makes government so many people’s darling?