I use the verb "allow" rather than "have a right to" for personal reasons, though you're right that in this case they're more or less the same. And since the government doesn't yet have thought-crime technology, the first part of the quip is of the type "you can think any thought you want. You can speak anything in the privacy of your own company, write anything on your home computer." The second part is a recognition that once you bring other minds into the picture, you better watch what you communicate to them. There are plenty of seen forces which will resist your attempts at communication as well, government being just one.

As far as criminal actions, your three examples demonstrate a great set distinguishing the levels for which criminal prosecution should be considered. The first case, people read it if they want to, hard to make a criminal case except for culturally-hated things like child porn. Second case, depends on what the government allows for public demonstrations. Generally, people may be offended as they pass by but there's no real harm done. (Ignoring the possibility of converting everyone who hears to Thor worshipers who overthrow the government in a bloody revolution.) Third case, people are obviously affected in a negative way with their sleeping disturbed. There's another case which the other post mentioned: false advertising, aka willful lying. To me that deserves the most punishment as a class since people can be seriously harmed by believing a lie. (With the obvious exceptions like personal white-lies and consequentialist lies in the common Nazi-hiding example.)