I live and work in the UK and I cycle everywhere. Part of the reason is precisely because it's difficult for the government to interfere with your business. The way I see it, the fewer interactions I have with the government the better.
If you take public transport, you're on CCTV everywhere. Naturally, you can be subject to searches when leaving train stations or even in bus stations.
If you drive a car, at some point you're going to get pulled over. You're going to get a ticket of some sort with high probability.
With cycling, there's no tax to pay. No fuel to pay for. There's no real way to be stopped and searched on a bicycle.
Often, it is faster than a car journey anyway.
Cycling is probably one of the only remaining modes of transport that is truly free in both senses of the word.