The Tau aren't Big Brother. They're very careful, very well-managed and absolutely ruthless in persecuting anything that they see as opposing the Greater Good, but they don't do 'thought police'. Questions are encouraged, because careful consideration and self-education are the first steps on the road to truly understanding the Greater Good. Independent thought is cultivated; constant innovation is the lifeblood of the Tau Empire, and only through independent, motivated thinkers and differing points of view can the rate of innovation be maintained. Small freedoms and recreational time are provided as necessary, because happy workers are productive workers. As long as you're doing what the Etherials want you to do, life in the Tau Empire is going to be peaceful, happy and, in general, far more free than the vast majority of Imperial citizens. It's just that while the Tau are plenty happy to give you as much freedom as you want in the little things, they have absolutely no tolerance for anyone who doesn't do the big things the right way. Want to move to another planet? No, Aun'la assigned you to this facility. If you want a transfer, please submit a well-reasoned proposal to him, and if it benefits the Greater Good you'll get to move. Want to join the military? No, your skills as a farmer are far too valuable. Don't enjoy that Aun'ui sent you to the mines? Tough luck, that's where you're going. Want to leave the Empire? Only an insane being would want to abandon the Greater Good. Off to the reeducation camps until we can deal with those mental deficiencies.
Basically, it's true that the Tau Empire isn't the shining utopia they like to describe themselves as. They have a ruthless streak nearly as deep as the Eldar and will stop at absolutely nothing to conquer the entire galaxy. Their society is based on a rigid caste system that basically precludes any element of personal choice in your career. But, still, they're stable, well-managed and generally a lot more concerned about the quality of life of their citizens than the Imperium. A Gue'vesa in the Empire can expect to have a nice home, plenty to eat and lots of gadgets to make their lives easier. It's no surprise a lot of ex-Imperials are happy there.