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The vast majority of tax receipts are from income taxes on individual taxpayers paid directly to the US Treasury.

Residents of blue states on average pay much higher taxes than those in red states because their residents are much wealthier. The median household income in Massachusetts is $87K compared to a state like Arkansas with $50K. So, it would be expected (and desired) that wealthier taxpayers in Massachusetts would pay more in taxes than those poorer taxpayers in Arkansas.

Now if one wants to argue that wealthier taxpayers should be able to keep more of their money to themselves and not share it with those living in states with higher poverty, we usually call those right wingers.

If we look at cities, it is really no different than residents in Beverly Hills being taxed to provide benefits and services to those living in Compton. No one would agree that the Beverly Hills should be able to keep all their tax dollars for themselves.