It's not about the government being "involved" in the sense of directly overseeing it, but in the sense of enforcing laws that guarantee a fair, free, and healthy marketplace that benefits the consumers, employees, and society as a whole, and not just the billionaire owners. That's why antitrust laws and market controls exist in the first place. We discovered back in 1929 that without laws to keep capitalist greed in check, it ruins the economy and has devastating consequences. We had a healthy economy for generations because of the New Deal and the sane standards that it put in place. But ever since Reagan, the GOP has been systematically tearing down all those sensible rules and returning the economy to a state as unstable and unbalanced as it was prior to the Great Depression, endangering the entire global economy just so a handful of billionaires can get even more unnecessarily super-wealthy. We already had a global economic crisis a decade ago because of that loss of economic responsibility, and the government has done nothing to penalize the people responsible for it or take steps to prevent it from happening again.
You might as well say you don't want the government involved in services like clean water and safe food and intact roads and bridges. The whole thing that government is for is maintaining basic standards that keep society functional and people's needs and safety provided for.
And yes, our current "government" is the problem, but that's because it's in the hands of people who serve corporate greed and are systematically trying to tear down all sane government safeguards on business. It's the erosion of the laws that used to exist that's allowed entertainment monopolies to gain so much power. Just like it's the erosion of every other aspect of good government that's responsible for the failure to clean up Flint's water or provide aid to disaster-stricken areas. The impact of the current regime that's actively destroying government from within is an argument in favor of the restoration of sane regulations and oversight, not against it.