Every society beyond a certain size in the history of world has done this so making this statement is not relevant unless your point is that no society can be deemed free or that "freeness" is sliding scale dependent upon taxation rate. No one I've ever talked to has ever really thought this so I'm guessing you don't either.
Overall taxation levels in the U.S. are 40% – 50 % lower than in the Scandinavian countries. Generally people in those countries don't need to worry about food, shelter, healthcare. No matter what poor choices they make in life these things will be provided.
In the U.S. a single illness can bankrupt a family and leave them in penury. A person does have to worry about the what if scenarios. This burden of worry is precisely the way in which we are not free. It's the lack of real security.
There's a balance that the Scandinavian countries seemed to have found. They tax higher than we do. They invest in their people and in their society's well being. They tend to be happier. They tend to be healthier. They don't have to worry about being bankrupt because they got cancer. They are freer than we are as a result. Those countries, simply put, are much better places to live than the U.S.