The HFI captures the degree to which people are free to enjoy major liberties such as freedom of speech, religion, and association and assembly, as well as measures freedom of movement, women’s freedoms, crime and violence, and legal discrimination against same-sex relationships."
The top 10 jurisdictions in order were Hong Kong, Switzerland, New Zealand, Ireland, Denmark, Australia (6), Canada (6), the United Kingdom (6), Finland (9), and the Netherlands (10). The United States is ranked in 23rd place. Other countries rank as follows: Germany (13), Chile (29), France (31), Japan (32), Singapore (40), South Africa (74), Brazil (82), India (87), Russia (115), Nigeria (140), China (141), Saudi Arabia (144), Zimbabwe (148), Venezuela (154), and Iran (157)".
I don't believe the index takes gun rights into account. Perhaps they don't think those rights are important.