Hm. I can only assume he's talking about the freedom from the over-the-top, demented celebrity scrutiny we have here in the old US of A, not freedom in a political sense. I mean, this is the guy who famously wears the number 68 on his jersey to commemorate the year of the Prague Spring, when an experiment in Czechoslovakian liberty was brutally crushed by the Soviet Union.
"Here, it's not like in the U.S.," Jagr says at a different point. "You got such freedom, it's hard to believe. In the U.S. you have so many rules, everything's regulated and structured. When you make a mistake you pay for it - a lot." It is a theme that Jagr returns to often, the freedom of this strange place. It is not so much that his departure from New York has left a disquieting wake, but that he has discovered the unlikely and unexpected promise of Siberia. "Look at A-Rod," he says. "No matter how well you do - they always want more. Expectations only climb higher. In Russia you don't have to worry if you make a mistake. And that's what I love about living here. There's always another way to make up for it. Nothing's too serious. Nothing is a problem, and at the same time, everything's a problem. But somehow no matter how bad things are, you can always work it out."
On the other hand, it's probably not quite untrue that a multi-gazillionaire in modern day Russia has far more "freedom" than his American counterpart. In the sense that post-Soviet Russia is more or less a Mafia fantasyland where the ultra-rich can, quite literally, get away with murder. I'm not saying a decent, sturdy Czech type like Jaromir Jagr would get tangled up with mobsters and throw hookers in the Volga; it's just a simple fact that there's virtually no restraint (taxation, regulatory stuff, a money-neutral criminal justice system, independent judiciaries, etc.) on the wealth and lifestyles of gazillinaires in modern Russia. Jagr is a gazillionaire.
The fact that freedom of the press has been incinerated, and that journalists who investigate abuses of power committed by the government or atrocities committed by the military are shot to death and dumped in icy rivers is a small price to pay, really.