I think because the state of each country tries to control as many areas of the economy as possible.
Because there is no tax from bitcoin. And the status of bitcoin in many countries is not defined!
That's not true. There's no tax for a money system. There's no taxation for using fiat, there's taxation when you buy stuff, then you pay with your fiat. Same goes for Bitcoin, it's a monetary system and you can just tax the use of Bitcoin and have people pay that tax either with Bitcoin or fiat.
And of course, for governments is harder to track your expenses if you are using Bitcoin.