I'm curious what the actual stats are with regards to that theory. More than a few historic immigration waves were prompted because things were so bad "back home" - for a variety of reasons including social instability - that the fear of setting out to a new place was far less than the fear of remaining. I'm not sure if that was so much an issue of individual freedom.
Examples off the top of my head would be the rise of the communist party in China and the Irish potato famine.
However, the first wave of Europeans colonists to come the US definitely did value individual freedoms over stability. I don't know how strong their influence is on the population itself, but their views are definitely reflected in the laws and historical document (e.g. The Constitution).