Living in the Federation seems very pleasant on many many levels. The Federation seems to posess the best science and largest territory among space powers on this side of the galaxy. If this is the result of enlightmentment and democracy who are you to argue against it?
Living in the bosom of the Federation is almost certainly a wonderful thing. We haven't seen much of what life is like for average Fed citizens, but they have abundant resources, time to follow whatever career or hobbies they choose, and a fairly significant military force out there patrolling the boundaries and keeping threats at bay.
But those aren't the stories we see. Instead, we see the military force that makes the utopia of the Federation possible, and how their actions aren't always as perfect as maybe they should be.
The whole theme of Star Trek
was encapsulated in Sisko's statement, "The Federation is a paradise, and it's easy to be a saint in paradise." What he meant is, by joining Starfleet, he's chosen not to live in paradise, and therefore can't be expected to be a saint by those ingrateful fucks wallowing around in the cushy Federation, who have no fucking clue what it takes to keep their fat, lazy, cowardly asses safe.
Okay he didn't say all that, but I'm sure he was thinking it loudly enough for a Vulcan to pick up without a mind-meld.