There are different types of freedom even as a US citizen which accords you more political and religious freedoms than nearly any other country on Earth.
For example, if you have extreme indebtedness you are not free at all. You are in a sense a slave to your debt.
Another example if you have severe health problems then you are not free to explore the wilderness or other pursuits requiring physical strength and stamina.
So perhaps the most free people in the world might be those individuals who live on their own, off the grid in Alaska. They have political freedom, financial freedom and physical freedom.
As someone living off-grid in Alaska, I do have lots of freedom. Most important, I have the freedom to live, or die, based on my own work. That's a lot of freedom, for sure, and I wouldn't change it for anything. But I still have to pay taxes, buy groceries, fix or replace machinery and equipment, etc.