I've often wondered about this as well. My own sense is that this has more to do with the historical relationships that Spaniards (and Mediterraneans generally) have with central government. Though each country is different, a feature they all share is a long historical distrust of central government. The ties to local or regional government are much stronger, and for many the central state apparatus evoked deep suspicion, distrust and even hatred. That's still in the blood.
Of course one can oversimplify (a satisfactory fuller explanation would take many tomes), but here's a super-simplified summary why the people in these countries don't like their governments and have not developed a culture of respect for central state machinery, bureaucracy, etc.
* SPAIN. Loyalties are still much more regional rather than to the central state. Remember, almost all of Spain was conquered by Moslem invaders from Africa in the early 700s, and the people deeply resented the Umayyad Caliphate (central gov). Liberation only came in the late 15th C with the Reconquista. Shortly after that the various Euro Powers meddled heavily and the country remained deeply divided (Aragon, Castile, Basque anyone) For centuries the regions kept a very tight reign on national government and resisted attempts to grow central power. Napoleon didn't help. The monarchy was a unifying factor for most Spaniards (not all), but as that waned and collapsed (esp in the 1930s Civil War), Spaniards deeply resented central state power as exemplified in state machinery like taxes, administration, etc.
* ITALY. Until the late 19th C Italy was not one country but a patchwork of principalities and states, with deep regional/local loyalities. Garibaldi recruited foreign mercenaries and eventually imposed a unitary state on the people. Local and regional loyalties were pitted against the central state, with the nett result that the central government apparatus was resented.
* GREECE. After the splendour of Ancient Greece and Byzantium, what happened? Greece was invaded by successive waves of Barbarians and eventually fell under foreigners (Franks, Venetians, Serbs), and were eventually conquered by a deeply hated foreign enemy with an alien religion and culture (the Ottomans, in the 15th C). The Ottomans ruled directly or by proxy but until well into the 19th C. Several rebellions and republics were harshly put down by various powers (Russians, French, Bavarians, Ottomans) and even after WWI the Turks fought a war there - ever heard of the Pontic Greek Genocide? The bottom line is: For centuries and centuries the Greeks have hated their governments, and who can blame them.
With histories like that, who can blame these people for never developing a culture that respects central government, government bureaucracy, administration, etc? I don't.