The answer to this question lies in the words of Ralph Waldo Emerson:

Society everywhere is in conspiracy against the manhood of every one of its members.  Society is a joint-stock company in which the members agree for the better securing of his bread to each shareholder, to surrender the liberty and culture of the eater. The virtue in most request is conformity. -Self-Reliance

Certainly, in each of these literary works, the individual comes into conflict with society; moreover, each of the characters mentioned are individuals possessive of thinking minds that rail against conformity. 

• Daru of The Guest is strongly opposed to the denial of personal freedom

This existential hero finds himself in the crossfires of two different codes, the colonizer and the colonized, and is faced with a moral choice.

And he cursed at one and the same time his own people who had sent him this Arab and the Arab too who had dared to kill and not managed to get away. 

On the one hand, the Arabic culture of the prisoner demands severe punishment because the prisoner has killed his cousin in a dispute; on the other hand, Daru is opposed to the French colonist government exacting punishment of one who is not French. For, the Arab should not be subjected to rules outside his culture. Finally, Daru does not conform to French rule and places the choice of actions upon the Arab, telling him he can either go to the jail or join a nearby group of nomads. Of course, this decision puts him into a compromising position with his French government making him a disconnected man. As he looks up at the sky and then at the landscape, Daru feels no part of it: "In this vast landscape he had loved so much, he was alone."

• George Orwell is opposed to conforming to the rigors of the imperial policeman.

Like Daru, Orwell is also caught between two cultures, and he, also, is faced with a moral choice. Personally, he does not feel it necessary to shoot the elephant; however, unlike Daru who exerts individual choice, Orwell conforms to the pressure of his job as British policeman and acts against his conscience because shooting the elephant feels like murder. So, while he does what he legally should do and shoots the "rogue" elephant, Orwell knows that his action has been committed "solely to avoid looking like a fool."

For it is the condition of his rule that he [the imperialist] shall spend his life in trying to impress the "natives," and so in every crisis he has got to do what the "natives" expect of him.

Most importantly, Orwell's dilemma arises from the different psyches of the colonizer and the colonized.

• Tessie Hutchinson opposes what Emerson calls "the opium of custom" with the lottery of her village. 

While she does not have the option of choice as do Daru and Orwell, Tessie argues that the lottery is "not fair" and appeals to the villagers to act reasonably and not blindly follow an absurd and antiquated tradition, thus affording her a choice. But, she is met with censure, even by her husband:

"Be a good sport, Tessie," Mrs. Delacroix called, and Mrs. Graves said, "All of us took the same chance."
"Shut up, Tessie," Bill Hutchinson said.

In each of these three stories it becomes evident that because, as Emerson contends, self-reliance is the "aversion" of conformity, the three characters suffer anxiety, aloneness, and even death as their personal convictions come into conflict with "joint-stock company" of the society within which they reside.