Earth (which sometimes only consists of the United States) is under a tyrannous tyranny. But our heroes escape! They now live in a space habitat/starship/the one habitable part of an extrasolar planet. They have all the freedoms and liberties the author believes all sane people want and deserve.
Really? They're in a fragile environment, which must be protected from damage. There are rules: Smoking (tobacco, marijuana, whatever) is allowed in certain areas, when your name rises to the top of the waiting list. (The atmosphere must be conserved!) Firearms must be kept and used in places where they're not likely to damage the hull/dome.
Of course, your preferred form of government will only infringe on individual or group freedoms when absolutely necessary. Or your preferred form of anarchism, theocracy, or whatever. But are you certain everyone else in your settlement is clear on the concept?
You can leave, if things turn out badly. But it's more difficult than it would be on Earth. You can't walk or sail across the border; you'll need large amounts of money for your fare. And, of course, you'll need permission to migrate -- back to Earth, or onward to a new off-Earth colony.