Really depends on how you define "free". Immigration is rarely spurred by people wanting more individual rights, most of the times people migrate for economic opportunities. That's not really dependent on government type, or individual rights, it's usually more dependent on macroeconomics, timing/opportunity, and exploitation.
America used to be more free in the libertarian sense, in which the government has less opportunities to opress you if you were from a class/race that could afford legal representation. However, corporations were/are free to opress the population to an extent that other oprresive governments would be jealous of.