The philosopher Alain de Botton claims that the nanny state isn't quite so bad. His argument is as follows: libertarians believe the state should restrict itself to preventing harm to others and not to doing things to us "for our own good". Libertarians therefore pity religious societies with strict moral codes. We too don't live in a free society because commercial advertising means we don't live in a "netural public space" in which every corporate advertisement would be balanced out by an opposite moralising one. De Botton then goes on to suggest that the way around this is to drop our apprehensions about losing liberty and accept that sometimes we really do want to be saved from ourselves. Given this, he asks what's so bad about occasional state nannying.
The glaring problem is that de Botton mistakenly conflates the state and society: most libertarians have no problem with nannies, only with the nanny state. There's nothing wrong with religion or moralisers in society, but there is a problem when they capture the state and use its ability to exercise legitimate violence to force the rest of society to follow their own personal morality.
Trying to achieve a "neutral public space" would involve the very illiberal measures of having to restrict an individual or society from advertising. It would be like legally gagging someone screaming in the street in order to scream the opposite message. Furthermore, this gagging and the promotion of the opposite message would have to be done with that person's money taken through taxation!
A society with advertising and religions trying to convert me is perfectly acceptable: PepsiCo or Jehovah's Witnesses have every right to try. But the state adopting a moral position is a worrying symptom of its capture. Boosted by state power, nannies become something altogether more worrying, with the potential for violence to enforce their moral code. We may well like to be saved from ourselves, but it's rather like comparing a nanny who cannot beat you with one who can. We already have the rest of society peacefully lecturing and cajoling us, so I'd rather not have to tolerate a violent nanny.
What makes the nanny state so bad, de Botton asks? The state.