No danger. You can claim anything you wish so.
The complete definition of "Freedom" doesn't exist. There must be rules and controlling.
However, here a very slight look at lives of many people cross the world.
What are the dangers of claiming that we are not free at all?
Do you mean on a scientific(philosophical/spiritual) or legal level???
I have been locked up for protesting for holding certain political signs. Freedom we are far from it