The exodus from Egypt is only an exit, and not an entrance. Entrance into the spiritual world occurs as a result of the crossing of the Red Sea, accepting mutual guarantee, receiving the Torah, and the breaking of the golden calf. It is an entire process.
Freedom comes only after receiving the Torah, breaking the golden calf, and entering the desert, in other words, the beginning of the revelation of the levels of Bina. Bina is called “freedom.” The entire process, taking place in the Sinai Desert, symbolizes the achievement of freedom. We rise higher and higher above our desire to receive pleasure and by doing so, gain freedom from the angel of death.
From the 3rd part of the Daily Kabbalah Lesson 4/8/18, Shamati, Article 190, “Every Act Leaves an Imprint”