It's called unemployment insurance right? Except this business is run by the gov't, and your employer is paying the premiums in the form of taxes. I'm under the assumption that the gov't is profiting from this since if you think about it, if the umemployment rate is 5% that means employers are paying out premiums for the other 95% of the workforce. That's where the entitlement comes in as others has mentioned. Whether it comes out of your paycheck or the employer, a premium is paid to insure you from a job loss. You didn't ask to get let go, it unfortunately happened so you're entitled to that claim. That's why you don't get these checks if you quit.
edit: Correct me if I'm wrong but I don't think there's a deficit in the unemployment pool. So I don't see how any of this is coming from anyone's tax dollars per se.