Dystopias are all about confinement, from the limited freedoms of women in The Handmaid's Taleto people imprisoned in their own districts in The Hunger Games. Like those two books, in the world of Four people are segregated by faction.
The difference here is that people can change their faction. Crazy! But is that freedom, or just the illusion of freedom? Moving from what's basically one prison cell to another prison cell isn't particularly liberating.
Questions About Freedom and Confinement
How does Tobias's abusive father, Marcus, take away his son's freedom in order to control him?
What freedoms does Tobias/Four find after he changes factions to Dauntless?
How are Four's (and everyone's) freedoms still limited by the faction system?
Who tries to control Four after he moves to Dauntless? How are these people similar to or different than Four's father?
Chew on This
Four's claustrophobia isn't really about a fear of small spaces. It's about a fear of oppression in general.
Four thinks he is free by moving from one faction to another, but he realizes that he is merely changing the limitations he has put upon him.