Good one @eco-alex . I came to the same conclusion myself, thinking about this question of freedom. Realising that in some ways I am incredibly free and other ways not free at all. The ways that I'm not free are mostly from limitations resulting from my own life choices, which in itself indicates that I have freedom of choice - the ultimate freedom to be the ruler of my own destiny. And then there is the freedom to 'be myself' which is limited by ego, as you described. Ultimately, I think that like you say, freedom is a state of mind.
Here's a nice clip of Bill Murray talking about what you were saying...