I'd prefer to live in a world where the government doesn't run my life
and where I don't have to constantly watch my back (both literally and financially). Neither of those is freedom.
Now, you may be tempted to say "Sure, and you'd like a pony, too". But in fact, there are societies that are much less fraud-prone. Ravi Zacharias talked about going to a dairy in Holland, and being surprised that you could just walk in, take milk, and leave money in a bowl. There was nobody there to watch you. He said that in India, there would have to be somebody there to watch customers, or they would steal the milk. He told this to a man from Egypt, who replied that in Egypt, they would steal the cows.
A society full of people who are looking to steal is an objectively worse society to live in than one with people who are not looking to steal. The trick is, how do you create such a society when you don't have one (without a heavy-handed government)?