As you have discoverd, you technically don't need permission to leave the US, but you do need permission to enter other countries, including their territorial waters. The reason countries check your passport when you leave (and to be clear - lots of countries do not check your passport when you leave) is either to "stamp you out" and make sure as a foreigner you didn't overstay your visa, or because they don't want to pay for the hassle of having to repatriate you when your destination country doesn't let you in because you didn't have the right paperwork. It's a viral system - as soon as one country enforces its borders, all of the ones around it have to as well, and then that domino effects around the rest of the world.
I am totally onboard with the idea of no borders, and i think passports and national citizenship are stupid, and i wish they didn't exist. But the reality is they do. There are very, very few countries that have real, actual open border policies. Most famously countries in the European Schengen zone are ones that do this. There are also some countries in Central America where you can cross the border without a passport check because there just isn't anyone there to do the passport check, but you're gonna end up in trouble if you later try to leave the country at an actually-manned border because you will be missing an entry stamp. And either way, you still can't present yourself as a citizen of nowhere. You need to show some kind of national citizenship so the other place knows where you are allowed to go next, or where to boot you back to given you're in their country illegally (from their perspective). Nobody wants you to become their problem just because you've decided you don't agree with the philosophy of citizenship.
On the flip side, it could be a lot worse. There are lots of countries where you need paperwork just to travel inside the same country. Notably China. And i don't just mean Hong Kong and Macau, which are both legally part of China, but they issue different passports and have entirely different immigration procedures. Even in the mainland you have to show identity paperwork to travel from one city to another. And if you want to buy property or get healthcare or send your kids to school in another city, you have to go through "immigration" to that new city, which can sometimes cost amounts completely unattainable for rural people. There are quite a few authoritarian countries that operate this way. The US is very far from a prison compared to these places.
But to be fair, even in relatively free countries, you often need to prove residence in one region or another just to be able to live an ordinary life. For instance in Canada you have to file for residence in a particular province in order to gain access to universal healthcare provided by that province. Even if you are a Canadian citizen, if you don't have formal residence in any particular province, you don't get the healthcare, because it's provincial, not federal. Lots of other services are the same. Germany has similar restrictions around public services provided by local jurisdictions, and i am sure other countries do too, including the US.
You could look at all this as some kind of big sinister plot to control people's lives... But in reality it's just bureaucracy. It's hard to govern a country of tens or hundreds of millions of people - let alone a planet of billions - so humans have generally moved toward the idea of splitting the world up into smaller regions that allow local people some degree of autonomy over the kind of society they want to build there. In order to maintain that society, some rules are put into place around what steps an outsider should take to become a part of it, and that's immigration. If as an individual you don't feel at home in the society you were born into, you have the choice to try to emigrate, but then you hit the bureaucracy that the other societies set up to protect their autonomy. This concept of national citizenship as recognized across different jurisdictions got invented to try to simplify all of this stuff, and while it works for most people (especially those who by luck of the draw were born in rich and prosperous countries), it sure makes life more difficult for travelers.
Trust me, i've lived in many countries and gone through immigration several times in the last decade alone. I am not a fan of this crap. It fucking sucks. It's not fun. It's not easy. It's stressful. It's expensive. It's a massive pain in the ass. Anyone who thinks immigrants are taking the easy way out is woefully misinformed. But... yeah... this is the shit we eat because we want to visit and contribute to new societies. Some of us do it multiple times, to one country and then the next. End of the day this is the way things are, and either you deal with it and see the world, or opt out of the bureaucracy and remain where you started.
