There are ways in which this is true. Freedom of speech gives us freedom to preach. Freedom of assembly gives us freedom to engage in communion with our fellow-saints. Freedom of religion prevents currently prevailing religions from stomping us out using the force of government under color of law. Those are all valid points.
Let me give the reader a counter-point, though. Historically the gospel seems to have spread well at times/places where Christianity was persecuted and at times when there was a hierarchical government. The latter may simply be circumstantial, as the concept of a pluralistic, liberal republican democracy is a modern phenomenon.
With respect to the former issue, persecution provides an intrinsically stronger witness for Christians. It is obvious to everyone that it takes more sincerity to advocate the resurrection of Christ when doing so risks your life, than when doing so may make you a millionaire televangelist. When it is - to all appearances - easy to be a Christian, our faith in Christ is less clearly seen to be genuine.
Consider how Scripture even demonstrates the principle. Recall Job. Satan made exactly this argument: of course Job worships God, he has an easy life; take away his happiness and he'll curse God.
When Job did not curse God, but rather praised him saying, "Naked came I out of my mother's womb, and naked shall I return thither: the LORD gave, and the LORD hath taken away; blessed be the name of the LORD." That's a testimony that the world and the devil are shaken by. That answer leaves little doubt for any but the most hardened skeptic to doubt that Job's faith in God was genuine.
Thus, a country where Christianity is persecuted provides a way for Christians to demonstrate that they are genuine believers, which combats the widespread current view among non-Christians in liberal democracies that Christians are hypocrites.
Persecution has another advantage as well: it helps us test the genuineness of our own faith. That's why James, the servant of God, can tell us:
2My brethren, count it all joy when ye fall into divers temptations; 3Knowing this, that the trying of your faith worketh patience.
James (to quote John Gill) is speaking of temptations,
not the temptations of Satan, or temptations to sin; for these cannot be matter of joy, but grief; these are fiery darts, and give a great deal of uneasiness and trouble; but afflictions and persecutions for the sake of the Gospel, which are so called here and elsewhere, because they are trials of the faith of God's people, and of other graces of the Spirit of God. God by these tempts his people, as he did Abraham, when he called him to sacrifice his son; he thereby tried his faith, fear, love, and obedience; so by afflictions, God tries the graces of his people; not that he might know them, for he is not ignorant of them, but that they might be made manifest to others; and these are "divers": many are the afflictions of the righteous; through much tribulation they must enter the kingdom; it is a great fight of afflictions which they endure, as these believers did; their trials came from different quarters; they were persecuted by their countrymen the Jews, and were distressed by the Gentiles, among whom they lived; and their indignities and reproaches were many; and their sufferings of different sorts, as confiscation of goods, imprisonment of body, banishment, scourgings, and death in various shapes: and these they "fall" into; not by chance, nor altogether at an unawares, or unexpectedly; but they fell into them through the wickedness and malice of their enemies, and did not bring them upon themselves through any crime or enormity they were guilty of: and when this was their case, the apostle exhorts them to count it all joy, or matter of joy, of exceeding great joy, even of the greatest joy; not that these afflictions were joyous in themselves, but in their circumstances, effects, and consequences; as they tried, and exercised, and improved the graces of the Spirit, and worked for their good, spiritual and eternal, and produced in them the peaceable fruit of righteousness; and as they were attended with the presence and Spirit of God, and of glory; and as they made for, and issued in the glory of God; and because of that great reward in heaven which would follow them; see Matthew 5:11. The Jews have a saying, "whoever rejoices in afflictions that come upon him, brings salvation to the world.'' (T. Bab. Taanith, fol. 8. 1.)
With all those things in mind, we must continually call to remembrance the fact that we are to honor whatever form of government that we find ourselves under, as having divine authority. As it is written:
1Let every soul be subject unto the higher powers. For there is no power but of God: the powers that be are ordained of God. 2Whosoever therefore resisteth the power, resisteth the ordinance of God: and they that resist shall receive to themselves damnation. 3For rulers are not a terror to good works, but to the evil. Wilt thou then not be afraid of the power? do that which is good, and thou shalt have praise of the same: 4For he is the minister of God to thee for good. But if thou do that which is evil, be afraid; for he beareth not the sword in vain: for he is the minister of God, a revenger to execute wrath upon him that doeth evil. 5Wherefore ye must needs be subject, not only for wrath, but also for conscience sake. 6For for this cause pay ye tribute also: for they are God's ministers, attending continually upon this very thing. 7Render therefore to all their dues: tribute to whom tribute is due; custom to whom custom; fear to whom fear; honour to whom honour.
Blessed be God who has given us ministers of justice as well as minister of the gospel,