Freedom originally was only for people inside a city's walls; in some European cities there are still streets like "Große Freiheit" a side street of famous Reeperbahn in Hamburg which commemorates this. Outside of the city's freedoms your were "free as a bird" (vogelfrei) which basically meant that your freedoms as a citizen were not defended by anyone but the people that were with you.
It was only when we could forget that we were primarily citizens of a nation because we had no more choice whose police-forces would guarantee your freedoms (aka rights) outside cities that being "free" got this absolutist aura, absolutist in the sense that previously was only reserved for the absolute monarch who could just follow every whim, usually with impunity.
Freedoms and liberties depend on their defense forces. Always have been. Ironically the illusions and ideas around freedom are very captivating. People are caught up in them.
But what about "free thinking"? you may ask. Well, again it was defined by what it limited: The term free-thinker emerged towards the end of the 17th century in England to describe those who stood in opposition to the institution of the Church and the literal belief in the Bible. And much later you could still trace the "oppositionality" of free thought as meaning "thinking outside the box" implying that conventional thinking was the box, of course. And as a free thinker you could take pride in not being boxed in but, well, free!
In recent time the idea of a free will, another one of our culture's lovely illusions has come under neurologists' and then philosophical scrutiny and down the drain, it went! Well, not so much in daily life and our judicial system were we still act as if we have a choice as to what we think and do. And hey! I think it's true. But not in the absolutist or positivist way, but rather our choices run much deeper.
So I do believe that we are not free (or that freedom is not "freedom") but we do have choices, but only fundamentally so. We choose to face appearing reality and phenomena or turn our back on them, and the whole messy spectrum in between. Cause everything of any importance is messy, and we only find the simplicity and clarity that feeds our soul when we face it all. And then learn to dance with reality, wild and free!