You realize you have to pay for all that stuff as full time employee too right? Sure you might get free health insurance at a really good company. But most you have to pay a percentage of the premium. For freelancers, there are a lot of private health insurance plans they can sign up for that are comparable to the ones companies offer.
As a freelancer, you can also write off a lot of your expenses to reduce your taxable income. Bought a new Macbook Pro with retina display? Well, that's a business expense.
A lot of benefits at companies are just fluff to make you feel good about working there.