Oklahoma liberals want higher taxes. House Minority Leader Scott Inman says his caucus hasn’t just been asking for tax increases, “We’ve been screaming it.”

The liberal argument is simple: More revenue should make it easier to craft a state budget, right?

Connecticut offers a cautionary tale. According to The Connecticut Mirror, the state now has a “$5.5 billion budget crisis, looming over every government agency and legislative decision like a tidal wave.” When the state’s legislative session ends Friday, lawmakers expect to have no budget agreement. A special session is imminent, just weeks before the end of the fiscal year.

Connecticut is the most heavily taxed state in the country. Besides all the ordinary taxes, it has a death tax and the nation’s second-highest cigarette tax.

How can a high-tax state be in such a fix? The answer is found in two simple truths: politicians always spend all the money, and there is always an appetite for more.

High taxes lead to high spending. Politicians who favor big government encourage an ever-bigger appetite for even bigger government. The Wall Street Journal describes how this is working out in Connecticut:

Last month the state Office of Fiscal Analysis reduced its two-year revenue forecast by $1.46 billion. Since January the agency has downgraded income-tax revenue for 2017 and 2018 by $1.1 billion (6%). Sales- and corporate-tax revenue are projected to fall by $385 million (9%) and $67 million (7%), respectively, this year. Pension contributions, which have doubled since 2010, will increase by a third over the next two years. The result: a $5.1 billion deficit and three recent credit downgrades.

According to the fiscal analyst, income-tax collections declined this year for the first time since the recession due to lower earnings at the top. Many wealthy residents decamped for lower-tax states after Mr. Malloy and his Republican predecessor Jodi Rell raised the top individual rate on more than $500,000 of income to 6.99% from 5%. In the past five years 27,400 Connecticut residents, including Ms. Rell, have moved to no-income-tax Florida, and seven of the state’s eight counties have lost population since 2010. Population flight has depressed economic growth—Connecticut’s real GDP has shrunk by 0.1% since 2010—as well as home values and sales-tax revenues.

The truth is that higher taxes can mean deeper budget holes, especially when those taxes target volatile sources of revenue. And beyond a certain point, people and businesses will simply vote with their feet for lower tax states. Thankfully, the majority of Oklahomans maintain a healthy skepticism of politicians who claim they just need a little bit more.