No point owning most of Mayfair if you don't feel safe enough to enjoy your lifestyle.
And it's not just funding the police and courts that leads to this - it's making sure there aren't too many desperate people with no hope. ie paying unemployment benefit so people can live while looking for work - is all part of that stable society from which everyone benefits - but particularly the rich as they have more to lose.
Often it's looted ( or comes from exploitation ) from unstable countries where the weak rule of law has allowed the looting ( corruption or whatever ), and then moved to London to ensure nobody can then steal it back directly or via political revolution.
Taxes are the price of civilisation - if you want the good life - you have to help support civilisation - not free load.