Freedom to say (almost) anything, publicly, including criticism of the elite and powerful.
Most European nations strongly protect free speech, allowing open public critique and satire of politicians, the wealthy, and the powerful.
Freedom to do, to create a business with far fewer roadblocks than in, say, Europe.
Several European countries actually lead global easy business rankings, some offering fully digital, single-day company registration, very little bureaucracy (not mine, sadly)
Freedom to go, to travel anywhere in a really large country, with no borders or restrictions.
The schengen zone grants passport-free travel across 29 nations, spanning thousands of miles without a single border checkpoint.