In case you didn't know, Jesus lived in a police state. The Romans told the Jews what they could and couln't do. They were afforded many liberties, as well. The Romans were not trying to annialate them, like Saddam wants to do to Israel and America. Israel was protected by enemies that wanted to destroy them completely, by the Romans.
If you get the analogy, Americans and Israel are protected by America from people that would destroy them, and for your few lack of freedoms, that is a small price to pay. If you lived anywhere else in the world, do you think you would have more freedom? If so, see ya?