The "feeling of wrongness of the world" can also be rooted in other problems to which they find a reality denying escape mechanism. In Germany, many sovereign citizens (Reichsbürger) have legal or financial problems (taxes and debt), so deciding to be the king or president of your house and garden empire seems like a valid opportunity to deny all those pesky demands.
As much as I find sovereign citizens ridiculous, I do have to admit that it feels wrong that simply by being born in a place we're automatically forced to obey countless rules and laws we had no say in. None of us were consulted or gave our consent before being made subject to it all. If I decide the system I was born into violates my freedoms or that participation in it would be immoral I don't have much choice. I can't even leave my country and move somewhere with rules and laws that I find more agreeable without first clearing it with the government (They control the borders, we need passports which cost money and the application for one can be rejected for many reasons).
It's strange to think about society in those terms. Being trapped here, being forced to obey under threat of some very inhumane punishments. It does seem fundamentally unfair. While I think most of us just come to terms with it (especially since nobody has come up with a better option for a successful and functional society) I can get why some folks would feel a desire to assert their independence and freedoms. Sadly, the sovereign citizen crowd has decided to come up with some pretty insane ways to cope with the situation. I can still laugh at them, but not without also acknowledging that one injustice I and everyone I've ever met are stuck living with.
I'll happily just keep with society and deal with the indignities it forces on me, but for those who can't or won't it'd be nice if there were a lot more unowned and empty places on the planet people could go to on their own if they really wanted to "opt out" and not play by anyone else's rules. Maybe once we have space travel...
Indeed, it is near impossible to escape the rule of the nation state. It would require you to bootstrap from zero in a place where no one else rules. Those places are no longer found on earth. And once the Musk colonizes Mars, space won't be the place for freedom either - look at the Expanse series for an example on how "free" the people are who try to setup their space homestead. Perhaps a Star Trek society can offer this "freedom" again. But then, to paraphrase Life of Brian: what has ultimate freedom from society ever done for us?
It looks like sovereign citizens want to have their cake and eat it too: not to pay taxes, but travel the roads build with the same taxes. Not to pay for medical insurance, but being able to get the best treatment from the cursed oppressive state.
