If the government doesn't have a monopoly on violence, then you don't have a government. If everyone carries out their own justice, you have the gangs of Chicago, the cartels of Central America, and the warlords of Somalia.
With government monopoly on violence, you get corrupt prosecutors like the one in NYC who tried to put away Daniel Kenny .. or Kyle Rittenhouse .. and they failed, but there are others who succeeded of putting innocent men away (Derek Chauvin, and the four put away in the Ahmaud Arbery case). You also have corruption in the government which allows the likes of Epstine and PDiddy.
Is mob justice the type of justice you want? Even if the system is rotten in some ways, the ideas behind juries and adversarial trials is arguably better than trial by combat or Soviet show trials or Star Chambers.
Some innocent people will always die in witch trials or CIA psyops.
There are trade-offs at every step of the way.