Jesus advocated for the poor, marginalized and alien.
Yes, but He never suggested that the right way to help the poor was through paying taxes into government social programs.
If I give a dollar to Habitat for Humanity San Antonio (for example) I can see that 91c of that dollar goes to the charitable works actually performed by the charity. OTOH, if I pay an extra dollar in taxes, 2c of that goes to social services; the rest gets sucked up by defense and all the other things that government does.
Not every efficient, by my way of thinking. And I don’t think Jesus would think so either.