No, we have voluntarily pooled our national sovereignty by treaty in some areas, and enjoy an increase in individual freedoms as a direct result. This is quite different from what you describe.
You voluntarily gave up your national sovereignty, which is a voluntary loss of freedom.
There are other good things in life besides freedom. I'm not saying the EU is a bad idea. I'm saying that when the UK joined the EU it gave up a good number of freedoms it previously had - admittedly those particular freedoms were not considered valuable. Such as the freedom to control trade.
