By using rhetorical questions, Thoreau appeals to all American citizens, elevating the tone and mood of the text. These questions pertain to problems that are universal for all Americans (and all people in general). Rhetorical questions either don't have an answer, or, as in this case, they have an obvious one, so that it doesn't need confirming. However, obvious though it may be, this answer is still applicable only in theory - and that's what Thoreau was trying to change.
Thoreau argues that democracy should be better than it is now. It shouldn't be about numbers of people who vote for or against something, but about the essence of things, such as human conscience. Such as it is, democracy has gone long way from serving the citizens to becoming an end in itself. It has become self-sufficient and alienated. It has become the state's tool, rather than the citizens'. "Must the citizen ever for a moment, or in the least degree, resign his conscience to the legislator?" - The legislator shouldn't be more important than the citizen. The law shouldn't be more important than justice. "We should be men first, and subjects afterward" - citizens should be perceived in their own right, and not according to their loyalty to the state. In other words, all of us are individuals, rather than just members of a nation, or voters.
