It's all about how you ask the question; there would be a lot of people who want a thing _called_ small government, because they have been told that that is a good thing, but the _benefits_ of big government (ideally without the _costs_ of big government, but realistically most people in the US do not care about the deficit; if they did Trump would already have been deposed).
Sir Humphrey summarises it fairly well, as usual: https://www.youtube.com/watch?v=ahgjEjJkZks