The difference is that companies are voluntary associations of individuals. A government is a monopoly of force and justice; it can exert its authority even on those that have not explicitly (via a free contract) agreed to it.
The first world war put an end to the old order and made nationality non-discretionary -- and we're still dealing with the fallout today (as witness the permanent floating founder visas thread on HN).
Everyone has obligations that tend to reduce their freedom. The ones who think they don't are called psychopaths.
In personal development, an early stage is to understand that you can be independent. E.g. you can choose how to act and how to react to the outside world.
A higher level of development is to realize that we're inter-dependent. No man is an island.
There will always be constraints on our options. I don't like it, but I'm getting used to it.
There is no absolute freedom, and there are no truly free contracts.