Exactly, the government has a monopoly on a lot of things, among them violence and as an extent of that monopoly also incarceration.
I can see how some people have a hard time grasping that. I mean most of us would like to have no violence at all, so allowing some that power can seem strange. But how about traffic laws?
You can’t get in your car and go 200km/h down the road, which I sometimes would like to, but I hope we all can see how everyone doing 200, where 80 is more appropriate, would be a problem. So we’re ok with police/fire/rescue being the only ones allowed to break the speed limits and running red lights, right? It’s the same thing.
We’ve got specially trained people, who have been given strict guidelines for doing stuff ordinary citizens can’t do, because the society need something done that can’t be done without these powers … and who have oversight (hopefully), so these powers aren’t abused.