You can jailbreak the console, but you have to be on system software at least couple of years old or so. And ofc do not connect it to the internet, then you can pirate all the games you want. Check out modded warfare channel on youtube, there are various exploits for ps3/4/5 and he explains how to do them well.

World without borders, is the world without escape. Now we have different jurisdictions, which limits the reaches of power of governments. You can move to a country with less oppressive laws, or at least get news from there. Different jurisdictions makes things like TOR and VPN work for censorship circumvention and privacy.

Besides earth federation would subvert any diversity we as humanity have. I would prefer more small countries gaining sovereignty than big empires(federations) growing. Power should be decentralized, not the opposite.

Can you elaborate on the No Go Zones in Europe? I did not hear about any such zone nearby, can you link an article or something?