Ah the old cliche, "The only rights you have, are the ones you can defend" A truism.
Without a government, a capitalist might have a hard time defending frivolous land claims. What's to stop him from reforming a government to help him defend such claims?
A capitalist and/or socialist has nothing to do with it.
Without a government, I would bet many conservatives would be able to "defend" themselves. The whole second amendment and all. The true conservatives don't trust their government, they don't "expect" help to come, they question decisions, they are leery when rights are stripped from them for the "public" good.