There are things that a civilized society values that a free market does not value. Things like minority rights, the rule of law, not letting sick or injured people die preventable deaths, etc.

And that's not even getting started on the whole "tragedy of the commons" thing.

Under more competitive governance, people could move to places that supported their values, leading to potentially better support for the things you list.

Perhaps the confusion stems from mixing two different levels of abstraction. What we're talking about here isn't a free market within countries, it's a free market in countries themselves. Since there is no true global sovereign, we arguably already have this, but due to various factors (including high barriers to entry, high switching costs, and the quasi-sovereign US) there is currently not much choice in governance. With few exceptions, pretty much every country runs some variant of Anglo-American representative democracy. Perhaps, with a little competition, we can do better.

As someone who has been tempted to move from the United States to...somewhere else for political reasons, I see where you're coming from.

Maybe in the future, the barriers to entry and switching costs will be lower, and people will be able to move as freely around the globe as money does now.