If they're poor (by PPP), less mobile (it's harder to gain appreciable wealth in Europe due to insane taxes, i.e. their feudal contributions), less free, and governed by Nietzschean slave morals, how are they not serfs?
I'm gonna go with: I can choose not to work for my "owner". (you can argue if you want to be extreme that I'd have to leave Europe, but I could do that.)
Also, I get healthcare whether or not I'm employed, so that's nice.
I guess everybody is a serf to some state unless they live in anarchy - you pay your taxes for protection (military) and infrastructure in most places. In some of those places you don't even get either of those things for your tax money.
As for if the particular state I live in gives me freedom - yes, I think so. For context, I'm in Germany but not a German.
(Currently, due to being on a visa, I can't really, but:) I would be comfortable quitting my job without anything lined up if I were a permanent resident or citizen.
I feel comfortable being an atheist (which is not the case where I'm from), I'm happy speaking out, and I'm happy to have two way conversations with people who have different opinions. I do not need to toe any line to be kept safe in society or not be persecuted by the state (edit: extreme views aside)
I'd say I'm free, yes.
On to your point about being a serf to the state rather than a corporation: do you really prefer it being that way? Has the last year of unemployment, etc, not highlighted a weakness in having things so tightly coupled to having a job?
All said - I think there's probably a middle ground where things makes sense, and many "western" countries fall in there with the state providing the basics and private companies filling in the gaps in demand, the only problem is when that gap in demand is something that's basically a human right.