Really it goes back to European vs. Native lifestyles and colonization. The Europeans were psychotic bastards who murdered and tortured and enslaved people, and who had absolute masters and abject servants, and all kinds of psychotic baggage. The native cultures were (and still are in many many places) not quite so messed up.
People who could get away from the towns and join Native American societies didn't want to go back. Whereas Natives had to be forced (typically with savage brutality) to adopt European culture.
"Going native" was perceived as a serious problem, because it was: if you didn't like society, or your actual literal "master" (a person under the psychotic delusion that he or she actually literally owned you) you could try to escape to, say, the Sioux nation.
We mostly exterminated or marginalized these societies, and filled and/or enclosed most of the open land, so it seems like options are fewer.
And today we have "the homeless" to act as a goad: if you don't work you will starve in the street. There's not supposed to be a way out.