Nietzsche isn't simply celebrating independence here—he's arguing that self-ownership is the rarest commodity, worth more than comfort, approval, or even safety. Most people unknowingly rent themselves out cheaply: to their employer's expectations, their family's scripts, society's comfortable lies. A person who walks away from a lucrative job that corrodes their values, or who stops performing a version of themselves for an audience that demands it, understands what he means—they've chosen the expensive freedom of authenticity over the bargain-basement peace of compliance.