The countries that dominate that index ahead of the USA are generally socialist countries! Is the supposed superiority of the quality of life in a socialist country worth more than the loss of freedom relative to America? I think not! Not only that, but a big reason most of them enjoy the freedom they do is because they lie under the defense umbrella of Uncle Sam. In many cases, I suspect that decisions to move capital out of the USA reflects a desire to receive the benefits of American military protection without having to pay a share of the upkeep on that defense.
They call themselves socialist explicitly. We use euphemisms. Let's not kid ourselves that we are not, in effect, a socialist country at this point. Since FDR, EVERY president has increased the size of government except for Truman.