You're right, nobody can give us liberty, but niether can we. We can only reclaim it.

Free is our natural state of existence within the boundaries of nature. Nature is cage number 1. We will never get out of this cage alive. Well, our physical bodies won't.

Society is cage number 2, within cage number 1.
Liberty is what's left of our freedom as Society slowly transforms it into privilege. Exercising privilege comes at a cost. But the consequence of not paying the cost is punishment from our fellow humans...the ones transforming our freedoms.

Within that societal cage we find religion, cage number 3. A similar concept, but with rules for living and the consequences are more of a spiritual nature.

Cage number 4 is the family, which has it's own boundaries, and punishments.

Cage number 5 is the cage we've built for ourselves, which is often made up of emotions, for example fear.