I think the idea was that the person who stated that, meant that Freedom is somthing that is hard to obtain, a place where you give up everything you know for a concept that may not even exist, but for whatever the risk they take that chance. That's the main idea of Immigration after all. Of course saying that it's a statue in New York, he may instead be referring that Freedom is a lie, it's only symbol being the Statue of Liberty. In this there would be no such thing as freedom, it's just a false hope. So, this could be taken several ways.