The amount they deduct from each check is usually more than the taxes owed for that year and when the year is over, most people get a tax refund. People who are self employed don't have their taxes automatically deducted from their pay, mainly because that pay comes from many different sources. What this means is that the self employed person has to set aside a certain amount of money on a regular basis so it will be there when it comes time to pay the taxes. The IRS makes it a little easier by requiring self employed people to send estimated payments on a quarterly basis, every three months. Every business has operating expenses and a self employed person cannot accurately determine his or her true income without taking into account the expenses involved in what they do to make money.
Musicians have operating expenses just like any other business does.
Transportation alone can cost as much as four or five thousand dollars a year, just getting to and from each gig. Think about it, if you don't pay for the transportation, then you don't get to the gig. If you don't get to the gig, you don't get paid. So it's a matter of spending money to make money. This is a very important point for musicians and other self employed people.