Women who choose to wear hijabs aren't without consequences even in western societies because they have social reprocusions levied against them if the don't wear hijabs. It isn't like they are truly free to make that decision.
I've always found that definition useless. Imagine a restaurant where a black person can legally sit-down and order food, but where the townsfolk will beat them up if they do. They are legally not forbidden, there are just consequences! They are free!
Sorry, but freedom from consequences is really an integral part of freedom. Some consequences are unavoidable, but most of them time "consequences" are just oppression through social means as opposed to government means and are not nobler for it.