This scene is about freedom of humanity through democracy, although we may not even know what "liberty" could mean...

The dog looks like free right now, but the birds are even more unconstrained, because they can fly. However both birds in the scene are not completely free either, because the blue jay must carry the lock's key, and the dove on the right must maintain the very precarious peace.

The little man thinks that he has freed himself from the picture, and that he now has his destiny in his own hands. But if he lives in a democratic system, he will depend on people's decision, not his. So he will FEEL free only if he happens to agree with the majority.

The Statue of Liberty is also obviously not free because it is a statue, even if one unchains her, the cage has no door, and she is too big to go between the bars. However it does not matter because even without any ball and chain, and cage, a statue by nature would never break free.

Fortunately suppose the statue represents democratic humanity, then there is no problem for numerous little humans to bypass the chains and go between the bars. The cage is no prison at all for them because they are small enough to escape. That is how it looks like at least.

Because if we take a closer look on two specific humans through the magnifying glass who do not agree, we can remove both of them from the democratic decision, because their opinions cancel each other out. And there is no way to escape from the magnifying glass, unless someone has an opinion that is not overruled by someone else's.

Somehow, democracy is an illusion, to whoever thinks his/her vote is important. But it must be that way, unless there would not be any democracy in the first place. Not voting, on the other hand, is showing trust towards democracy.