It wasn't always like that: it was pretty normal back in the 80s for kids to run around by themselves. However, at some point, the whole society became paranoid, perhaps because of 9/11, perhaps before, I'm not sure.

However, you're right in other ways. For instance, walking around with an open can of beer, or drinking a beer in the park, can get you arrested in the US. In Japan, it's perfectly legal, and people do it all the time (drinking beer with a picnic in the park; they don't walk and drink though, but there's no law against it). There's many other ways that individual freedoms are infringed in the US and aren't here, like how you can use your property. If you want to open a small cafe in your house, for instance, you can do it here.