Qatar has literal slave labour so peoples taxes being misapropriated is a comparatively minor issue. The answer is that Qatar is the US lapdog for oil extraction from the middle east, it houses the US middle east HQ and was the command central for the second iraq war. So they will make some hubbub to save face in front of the arab world but they would not dare do anything against the US attack dog in the middle east. They don't need their own military since they live by the grace of the US who would not sell them any arms anyway or let them purchase from a "hostile" nation.