First of all, what do you mean by “freely”? Also, we can only speak of a “disadvantage” or “gain” relative to some other position, but we have already assumed the absence of any point of reference (i.e., a “state of nature”).
They would choose such a rule if they feared that there would be violent conflict if they didn’t. This fear is reasonable if the convention is already in place that deviants will be punished. (At this point you’re probably thinking, “But I’m talking about the initial establishment of the convention, in a state of nature with no preexisting convention.” I’ll get to that in a moment.)
In my example, the convention (or “law”) is merely spoken by a third party; it is not enforced on the players in any way. In this way, it is a more accurate representation of the nature of state power. After all, it is not as though the state is made up of superhuman beings who have the power to literally force the people to obey their edicts. [And for that we are fortunate, since otherwise our cause would be hopeless.] Government decrees are only obeyed because there is a convention that leads to the punishment of deviants at the margin. This was the key insight of Étienne de La Boétie.
In actuality, such conventions do exist – just look at any state in the world, where there are tax-payers (“Plebeians”) and tax-collectors (“Patricians”). And there is nothing “unnatural” about these conventions: they have emerged from the “free” (i.e., not superhumanly coerced) interactions of ordinary people. How, therefore, do we explain the existence of the state? In a word, salience. From the article you referenced (emphasis added):
In other words, there is no “natural convention” emerging from the state of nature. There is really no rational basis on which a convention is initially established. (That may change in the future, but we’re talking about what happened in the past.)