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By most objective standards the USA is not as free as for example Canada to the North
This all depends on how you define "freedom." If we're purely talking about economics, then countries with the largest and diverse economic systems like Hong Kong and Singapore are going to be more "free" based off of the sources that you cited. Or if you're referring freedom to the presence of social programs with countries like Canada then sure it may seem like those countries are more free than the US. What many people overlook is the amount of taxation is required to maintain social benefits, which is sky high in Canada.
Freedom has always been defined as the minimal role of government in a person's life. What made the founding fathers so smart about creating the constitution is that they realized that there are certain rights every human being should have. It wasn't until the 20th century that people began to see the beauty in the constitution, and ended up moving to the US. Our constitution is so effective that it has remained unchanged since then. Not reworked.
No that is NOT the definition of freedom freedom is the options and opportunities all citizens have to live life as they please, and even the cato index of freedom you can google it conceeds that economic freedom is just one sort of freedom and that sometimes a bigger government exists to protect its ctizens from predators a police force protects citizens from crime an army from invaders a fire department from natural disaster and a social safety net to protect the poor and middle class from the abuse by the rich here is my proof https://www.cato.org/human-freedom-index-new
also the heritage foundation has data showing many big government welfare states in europe are still very competative and business friendly https://www.heritage.org/index/country/denmark
Your definition of freedom is contradictory, because you can't have options and opportunities for all citizens without a strong government presence in an individual's life. In Canada and Scandinavian countries, the plethora of government programs they offer come with MUCH higher taxes. Last I checked, being taxed on programs that don't benefit every one of it's people isn't free. Is it truly "free" to have a 50% income tax to pay for benefits that your government FORCES you to have? 
The concept of freedom has always been the minimal impact of government on an individual's life. Otherwise, US Constitution would be obsolete today. People who live in developing countries yearn to come to the US for opportunity; to open a business, get better education, etc. If that weren't the case, then who would immigrate to the US? Cite whoever you want, but you can't deny our foundations as a country.