I'm going to guess here, but I think because in such a system anything is allowed till you don't bother the government. And if you think about it, unless you are part of a group disliked by government, most things you want to do doesn't bother the government. It's actually easy to live a "normal" life, because most people don't belong to a group disliked by the government.

We like the feeling because often, even if it's not explicitly said, there is a hidden way to obtain what you want. In Europe, if an administration/company tell you no, there is often no negotiation, no way to get what you want.

In China, often, if you master social tricks, you will be able to obtain it.

(Not the op) in such environments where the government doesn't usually care about you, you have more freedoms in practice but they are not guaranteed [1]. In the west you have more freedoms that are guaranteed, but I would say less freedoms in practice as government loves telling you what you can't do all the time. It's a mixed bag either way. People have different preferences.

[1] You could say it's not a freedom unless it's guaranteed. That view is not universal. Freedom in practice trumps freedom on paper for a lot of people.