It is just politics.
Of course, you are much more free in France / the eu, including when it comes to economic matters.
A lot of it is probably partially due to dumb methodology. They have Saudi Arabia's tax burden rated at 99.1%, but that's probably because Heritage is all less taxes == more better and Saudi Arabia's government is basically a state-owned oil company, so they basically don't tax at all.
Though, I will second a neighbour comment from Clewza313.
The veil of regulatory liberalism of Gulf countries crumble after your first in person interaction with a local official.
Edit- Do conservatives make new government walls, tariffs, new taxes/tax structures, new tax credits, new gun regulations? I even heard an interesting idea, why are conservatives destroying the environment, they shouldn't want the environment to change if they are conservative.
Anyway, the 2020s breed of "conservatives" would be seen as liberals in the eyes of 2000s or 1980s "conservatives".
That is why I included RSF's press freedom index also.
Hmm. Perhaps the Heritage index was not relevant.