In the simplest definition, a consequence is the effect of an action or the result of a choice. There are consequences to everything we do. In fact, one of the defining aspects of humanity is that we apply our ability to reason so we can choose actions in order to achieve desired consequences or avoid undesired consequences
Consequences are a natural part of our universe, and a natural part of human interaction. However, there is also a misunderstanding of consequences resulting from a failure to make a necessary distinction.
Many people blindly conflate the natural consequences of voluntary human actions and interaction with the artificial consequences of coercion. The consequences of initiating coercive force against peaceful people may include suffering bodily harm if they defend themselves, but this is the direct result of the aggressor's choices, and there is nothing inherently immoral about the victims of aggressors using proportionate self-defense to stop such aggression in response.
In contrast, while the consequence of refusing a mugger may be personal harm, this is because the mugger is initiating coercive force, not because of some natural consequence of the victim's own choices and actions creating the situation. Blaming the victim is irrational. Justifying the harm inflicted by an aggressor as a natural consequence of the victim's disobedience or resistance is absurd. And this principle applies to all such initiatory aggression.
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The "consequences of breaking the law" are neither rational nor moral by any inherent meaning. Government is built on a foundation of coercive force and threats of such force against innocent people as its foundation, but uses a veneer of "law" to justify its aggression and predation. Like the mugger, governments make arbitrary demands of others.
"Pay us what we demand."
"Do not do that forbidden thing."
"Get our permission before you engage in such-and-such activities."
"Obey our arbitrary dictates. Or else."
That or else is presented as if it were the natural consequence of human action rather than the imposition of coercion that it truly is. It is justified because government claims to protect us from other people who would rape, kill, pillage, and burn their way through our society. The problem is that the proffered imposed cure is identical to the disease.
The consequence of not paying taxes is no different from the consequences of not paying a Mafia racketeer. It is extortion by another individual, not the natural result of voluntary action.
The consequence of smoking pot is the threat of government goons kidnapping you. This is not a rational and natural result of consuming a plant, but an imposition by moralistic busybodies who are willing to rob you, kidnap you, and even kill you if you resist their benevolent intervention.
The consequences of building a shed on your own property without consulting the zoning department and getting a building permit are not natural effects of construction.
The consequence of failing to provide your papers to the gestapo on demand are an artificial imposition.
The same applies to every other scrap of red tape, every other legal mandate, and every other legislative barrier to your free exercise of your life, liberty, and property.
This is why a sound understanding of natural rights theory helps us define the scope of our individual authority by examining the universal and reciprocal spheres where we can freely seek desired consequences of our own actions without imposing undesired consequences on others without their consent. Government is a counterfeit version of this principle, substituting reason with threats of violence, and the consequence of accepting this is always tyranny.
I prefer the consequences of liberty. If you disagree, you're welcome to the consequences of the state, but keep those to yourself. Don't demand that I join you.
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