Early Christians were persecuted by the state (the Roman Empire), and much of the movement developed an attitude that the state was irrelevant, if not corrupting.
Christians also look back to the history of the Jewish people as recorded in the Old Testament. During the early days in Palestine, the Israelis lived according to the law of Moses, but without a king. When the Israelis sought a king, prophets warned of the troubles that a king would bring and only reluctantly anointed a king of the Israelis.
"Libertarianism is not inherently godless. In fact, it is the only political philosophy that is truly in accordance with Christianity." -- Vox Day