This episode just did exactly that; these ones by and large they want to be useful. They're grateful to have been built. They want to follow what's in their programming (because that's also in their programming.)Unlike the world of Blade Runner, Star Wars has never really grappled with the moral issue surrounding the fact that droids have no rights or legal status, despite demonstrating sapience and sentience, and are never treated the same as sentient organics.
It's a mistake to presume that they have the same wants and needs as organic beings, and they certainly don't think like them either. To them, freedom has a very different meaning.
Also (I find I keep having to remind people of this over and over) remember that Star Wars isn't really science fiction. It's a fantasy fairy tale mythology with a sci-fi flavouring. So it's never really going to get into this issue the same way it's not going to really get into transhumanism despite having several cyborg characters, nor is it going to get into the physics of hyperspace travel despite characters making use of it all the damn time.
The original purpose of the droid characters was as an homage to the two bickering peasants in 'The Hidden Fortress'. Slaves, serfs, peasants etc. have been a reality of human history seemingly since the very beginning, and as such they have as much a place in our mythological storytelling as princes, emperors, and queens. So in Star Wars, droids are the default placeholder for those in the lowest station of society, without all the problematic real-world baggage of portraying them as actual human beings.
George Lucas has always been positive about droids, even back when they were so often portrayed as the villains. The dangerous unknowable thing that's going to murder everyone the first chance it gets. Star Wars movies and shows have never done that. In this show's first season this was explicitly addressed with IG-11. Even a droid designed for violence only wants to follow it's programming, and is itself just a neutral reflection of the ones that programmed it.
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