Look up nanny state.
Take your pick.
It's interesting, though.
I've lived and worked in New Zealand previously (for close to 2 years) and am Australian (Melbourne).
Whilst I'd see both places as very free, I don't think it's quite the sort of freedom you seem to be talking about.
Rather, the main factors considered with relation to freedom are as follows;
Personal freedom is the freedom of an individual to have freedom of opinion and expression, freedom to come and go, equality before the courts, and security of private property. Economic freedom consists of personal choice, freedom to compete in markets, protection of person and property, voluntary exchange, and allowing people to prosper without intervention from the government or economic authority.
With that in mind, there isn't a clear slam dunk definition of freedom. Being able to criticize your own government is obviously important (and something allowed in both NZ and Australia) but where government has laws around personal behaviors and responsibility, this could be both limiting personal choice, but also improving ability to compete in markets, or protection of person and proprty.
I think it's important to remember.
Just last night on the news the Justice for J6 rally was covered by an Australian crew. One person interviewed made the point that part of why they were rallying was to ensure they didn't end up in a nanny state, in the way that Australia apparently has.
Couple of things on that;
1) It's obviously just a person's point of view, so I'm not suggesting most people think that way.
2) There is a point there...in some ways we (and NZ) have some nanny state type concepts in place, and government influences daily life more than I imagine it does in some parts of America (in terms of deliberate and direct oversight, etc).
3) The important thing here...and the thing the Freedom Index does more completely than most people seem able to...is that this is really all about a balance between competing factors. If I allow completely unfettered capitalism (for example) that might seem to increase freedom. But if it results in a complete media monopoly by a single person, this decreases freedom.
Meh...in any case. New Zealand is a great place, and has a good level of personal freedom (as does Australia). But it might not be exactly in the style some people expect. Finland, Germany, etc...much the same, if in different ways.
The thing I often have trouble convincing Americans (in particular) of is that 'freedom' isn't simply a matter of having the least amount of rules.