I'm not entirely sure America is the freest country, you guys have have some freedoms written in the consitiution that aren't so clearly stated in other countries but State Governments and the Federal Governement certainly know how to crack down on things like free speech and the second ammendment.
I would love to have the access to firearms you do (and at the same price woudl be nice) but other than that there are a lot of things I prefer in other countries. Things like ease of doing business, tax laws, opening a bank account, labour laws, are often far better in other countries.
I've never lived in the US but know people that have (I have a brother in Canada which is similar in someways) and they say you take certain things for granted in NZ as being easy that aren't simple in North America.
Not to mention American Politics is a complete shit show, I'm sure you can tune out too it for the most part.
But being worried about your city/state tunring blue (or red) and completely changing your way of life over certain political issues sounds horrible.