There's an interesting question about where to draw the line, but in any extant country there are individual behaviors that can increase costs for the state, which doesn't necessarily mean we should ban them. For example, in countries with a state-provided fire department, one might argue candles, propane grills, and halogen lamps should be banned. In countries with a state-provided police department, perhaps we ought to ban controversial speeches and parades that induce extra police protection (not to mention enforce a strict nighttime curfew). And in countries with state-provided pensions, perhaps we ought to make various lifespan-reducing behaviors mandatory, to discourage people from living more than their fair share of years.