I mean, to my English-speaking mind, it would seem more natural to use стоит in cases where one has a CHOICE whether to pay money or not.
You are right that "стоит" is more like "you should"/"it is good idea to...". But I see nothing unnatural in "you should pay taxes, otherwise there will be penalization" (at least in russian). It sounds absolutely ok. Every "should" has it's "otherwise".
So, replacements you are talking about, have no significant effect.
P.S.
Moreover, "should"-words (следует/хорошо бы) can be polite replacements for "must"-words (должны/обязаны).