Mongols were a proto-state. The fact they didn't have a permanent territory means nothing. They had an hierarchical structure. The only thing that was different was that other "states" realized it would actually be much profitable and safer to sit in one place and tax the shit out of their own people (and possibly those they conquered) instead of running around the globe and robbing everyone indefinitely.
I think the mistake you are making is thinking that it's either a modern state which gives you certain benefits or some sort of medieval anarchy situation with warlords and lots of random violence. How about when you have 3 or 4 major protection agencies. You may think of them as governments, but instead they work within one country and everyone is free to switch to one or the other at any time. Those agencies sell laws to their customers want, resolve conflicts and enforce property rights. Why do you think such a competition would be worse than having a monopolist who doesn't even live by its own laws (Example: senator did cocaine? made a mistake. A regular person did cocaine: jail). Try to understand that the word Anarchy doesn't mean what you've been told it means. Anarchy simply means no state, but it doesn't mean no rules.
I think the mistake you are making is thinking that it's either a modern state which gives you certain benefits or some sort of medieval anarchy situation with warlords and lots of random violence. How about when you have 3 or 4 major protection agencies. You may think of them as governments, but instead they work within one country and everyone is free to switch to one or the other at any time. Those agencies sell laws to their customers want, resolve conflicts and enforce property rights. Why do you think such a competition would be worse than having a monopolist who doesn't even live by its own laws (Example: senator did cocaine? made a mistake. A regular person did cocaine: jail). Try to understand that the word Anarchy doesn't mean what you've been told it means. Anarchy simply means no state, but it doesn't mean no rules.