Let’s first understand that taxes are a necessity. It is the cost of civilization as we taxmen understand it.
Now coming to your question, a similar phrased question could be “if we eat apples, why should we eat vegetables.”
The two kind of taxes that we have are Direct Taxes and Indirect Taxes. These two are the umbrella that subsume all taxes. These are the super sets, like say fruits and vegetables. Now in both kinds we have a lot of different taxes included.
Some examples of Direct Taxes are income tax, wealth tax, Security Transaction Tax etc.
For indirect taxes we have VAT, Service Tax, etc.
The government uses both these instruments to raise revenue. Therefore it’s pointless to ask why we should pay indirect tax if we are paying income tax ( Or any Direct Tax for that matter).
Now coming to the merit of each, the general consensus is that Direct Taxes are more progressive in nature because they are generally based on the capacity of the taxpayer to pay. Indirect taxes, however have a indiscriminate nature affecting both the rich and the poor alike.
It is up to the legislature to decide what taxes should be collected from it’s citizens ( and residents ) and how much the Quantum of each should be.