The Pilgrims (those guys in the strange black clothes headed to America) went there precisely because Europe had TOO MUCH freedom. They were religious zealots who wanted to create a society where people strictly followed their doctrine, because people weren't putting up with them where they were. I'm sure many settlers left Europe for the usual reasons affecting everywhere at that time, famine, sickness etc, but a good portion of the early occupiers of the US were simply nutjobs being chased out of town.
You aren’t wrong. This was much earlier than the 19th century though.
I think people left in the 19th century to escape famine and disease caused by overcrowding, and feudal war. No?
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