A government would want to control these freedoms because it would be afraid that those freedoms would undermine its power. It would fear that people would use those freedoms to overthrow it.
Governments that are not truly democratically elected are often very worried about their legitimacy. They worry that people will overthrow them because they are not really very popular. When governments have such worries, they often try to restrict freedoms such as those of press, speech, and religion.
If the government does not curtail these freedoms, people can speak out against it. Newspapers can print articles that are critical of the government. People can give speeches or form clubs that are opposed to the government. Religious leaders would be able to criticize the government and might be followed by those who believe in their religion. In all of these cases, the government would be undermined.
This is why governments would want to restrict these freedoms. They would feel that restriction of those freedoms is necessary if they are to remain in power. This is, for example, why China’s government is so restrictive in these areas.