American illusion of freedom isn't something easy to grasp for people from "less free" countries who are, for instance, able to travel freely to Cuba.
American expats who moved permanently abroad have to file their taxes with IRS forever. In any European state your last contact with the country's Revenue is for the last year you lived there (unless you still have income in this country). You don't have to file anything, ever. You're free to go.
From that standpoint, Americans are effectively property of their government.