They had religious freedom in the Netherlands. The idea that they were persecuted is a very stubborn myth.
They went to the Americas in search of the same thing as most immigrants: money[1].
[1] https://www.history.com/articles/why-pilgrims-came-to-americ...
(Also worth noting: these people were adamantly opposed to religious freedom as a principle. Just ask any of the dead Maryland Catholics who had the audacity to live near them. The Constitution was in no small part a rebuke of these people's religious bigotry).