But IMHO it does limit your freedom, in the sense that you have to pay for those on that path no matter what life choices you make.
I am from The Netherlands and as a freelancer I am quite sure I pay more than 50% in taxes, when including VAT from goods bought in a store, property taxes, etc... And I also know I have less choices, less financial freedom. Last year I had to pay over 30.000 EUR income tax. Money that I believe I could spent much better.
A big problem in The Netherlands (and perhaps the same is true for Sweden) as that if you're single, you live alone, don't have kids, then a huge tax burden is put upon you. And you miss out on a lot of benefits (if you have kids, every 3 months the government sends you some money; if you have a wife, you are able to add both incomes and divide by 2 which will usually allow the highest earner to enter a lower income tax bracket, etc...).
And then there is the fact that I believe my government is spending a huge amount of money in the wrong way. But with regards to voting, I seem to be in a minority. I can't change the system with my votes.
I will be looking to emigrate from Europe and to pay tax in another country. A country with a much lower maximum income tax bracket (37% above ~115.000 EUR). This compared to 52% when earning above ~67.000 EUR in The Netherlands.
And obviously without any public service to justify it.
Edit: I feel like I should expand here. I live in São Paulo, Brazil. Rent is through the roof if you want to get two work in less than 1 hour. The goods are very expensive, everything is taxed 100% when imported, plus there are a lot of taxes added to the local products price.
I have a good salary for the place and even so, if my wife wasn't working we wouldn't be able to afford our two bedroom apartment within a 30 minute commute to the city center.
I live in Canada for a while, then moved to the US. Even paying for property taxes, health care, college, I had a lot more money in my pocket. I would say my tax rate was almost 1/2 of what it was in Canada (obviously I took advantage of a lot of tax deductions in the US).
The VAT just means I can deduct way more VAT than normal salaried employees.
I do have a wife an kids, but the money I get for the kids isn't that much in comparison to my income, and I assure you that kids are far more expensive than that. My wife's income is slightly higher than mine, so that has no impact on the tax bracket I end up in.
Netherland isn't perfect (I'd really like to see a left-wing government here for a change; we'd been having right-wing or centrist governments for decades, and the current trend is even more right-wing as well as xenophobic), but I'm not sure where I'd want to emigrate. Sweden is among the top contenders, though.