No government, no police, no Wild West "run them out of town" option. You think they're going to want to spend $500,000 return flight cost to send potential criminals away or just "let them be" in an environment like that?
The idea that you might be able to go there and "demand your freedom" without being a billionaire owner of the colony is ill-thought-out. Subjects will have no leverage and no options, and leaders will have billions sunk into it and demand obedience like a Navy Submarine.
However, I'd rather voluntarily subject myself to a dictatorship like that than believe all my life I have rights that are sacred, only to look up and find myself in an authoritarian panopticon.
I do harbor fantasies of some day collaborating on a new system of government, or at least laying the groundwork. It's not going to be Musk's planet forever, and the first generation of Martians will be volunteers who want the project to succeed. Which makes it more like the 13 original colonies than the Wild West.
So what's next? There might be some time left to secure our rights on Mars...